0.50Open0.35Pre Close3 Volume60 Open Interest0.50Strike Price128.00Turnover393.70%IV2.68%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier6DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9095Delta0.3839Gamma2.26Leverage Ratio-0.0060Theta0.0001Rho2.05Eff Leverage0.0002Vega