127.60Open127.60Pre Close0 Volume1 Open Interest430.00Strike Price0.00Turnover94.36%IV2.56%PremiumDec 20, 2024Expiry Date113.66Intrinsic Value100Multiplier5DDays to Expiry13.94Extrinsic Value100Contract SizeAmericanOptions Type0.9837Delta0.0007Gamma4.76Leverage Ratio-0.2498Theta0.0603Rho4.68Eff Leverage0.0264Vega