0.06Open0.11Pre Close13 Volume402 Open Interest81.00Strike Price128.00Turnover89.26%IV6.69%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0442Delta0.0264Gamma1334.62Leverage Ratio-0.2059Theta-0.0001Rho-58.94Eff Leverage0.0037Vega