0.38Open0.40Pre Close3.44K Volume3.44K Open Interest48.00Strike Price127.16KTurnover29.71%IV0.60%PremiumDec 27, 2024Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5626Delta0.4584Gamma117.37Leverage Ratio-0.1736Theta0.0010Rho66.03Eff Leverage0.0114Vega