0.08Open0.07Pre Close15 Volume415 Open Interest37.50Strike Price127.00Turnover60.21%IV6.38%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0813Delta0.0810Gamma570.86Leverage Ratio-0.0539Theta-0.0002Rho-46.42Eff Leverage0.0046Vega