0.01Open0.01Pre Close127 Volume972 Open Interest14.50Strike Price127.00Turnover135.28%IV21.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0241Delta0.0499Gamma1196.00Leverage Ratio-0.0097Theta0.0000Rho28.87Eff Leverage0.0005Vega