0.66Open1.01Pre Close2 Volume11 Open Interest86.00Strike Price126.00Turnover49.94%IV3.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.2358Delta0.0726Gamma187.09Leverage Ratio-0.2015Theta-0.0019Rho-44.12Eff Leverage0.0261Vega