1.38Open1.37Pre Close866 Volume3.76K Open Interest24.00Strike Price127.13KTurnover35.58%IV0.43%PremiumJul 5, 2024Expiry Date1.33Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9116Delta0.1540Gamma18.22Leverage Ratio-0.0195Theta0.0029Rho16.61Eff Leverage0.0047Vega