0.01Open0.02Pre Close61 Volume529 Open Interest75.00Strike Price126.00Turnover61.01%IV14.89%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0170Delta0.0101Gamma2612.00Leverage Ratio-0.0169Theta0.0001Rho44.30Eff Leverage0.0029Vega