2.00Open3.33Pre Close943 Volume271 Open Interest63.00Strike Price127.36KTurnover33.42%IV1.07%PremiumJul 5, 2024Expiry Date0.68Intrinsic Value100Multiplier4DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.6340Delta0.1594Gamma45.65Leverage Ratio-0.1102Theta0.0048Rho28.94Eff Leverage0.0266Vega