0.63Open2.55Pre Close2 Volume5 Open Interest140.00Strike Price126.00Turnover46.10%IV4.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.2517Delta0.0388Gamma111.68Leverage Ratio-0.2105Theta0.0058Rho28.11Eff Leverage0.0569Vega