0.38Open0.40Pre Close3.44K Volume3.89K Open Interest48.00Strike Price127.16KTurnover20.14%IV0.60%PremiumDec 27, 2024Expiry Date0.12Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5673Delta0.4640Gamma117.37Leverage Ratio-0.0694Theta0.0021Rho66.58Eff Leverage0.0166Vega