0.19Open0.20Pre Close11 Volume381 Open Interest24.00Strike Price127.00Turnover55.06%IV3.75%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2030Delta0.3154Gamma232.20Leverage Ratio-0.0716Theta0.0002Rho47.13Eff Leverage0.0046Vega