0.38Open0.40Pre Close3.44K Volume3.89K Open Interest48.00Strike Price127.16KTurnover25.45%IV0.60%PremiumDec 27, 2024Expiry Date0.12Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5640Delta0.4601Gamma117.37Leverage Ratio-0.1164Theta0.0013Rho66.20Eff Leverage0.0132Vega