0.07Open0.11Pre Close18 Volume401 Open Interest70.00Strike Price126.00Turnover115.73%IV3.75%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0724Delta0.0642Gamma2421.83Leverage Ratio-0.6097Theta0.0000Rho-175.46Eff Leverage0.0026Vega