0.02Open0.02Pre Close123 Volume123 Open Interest26.50Strike Price126.00Turnover66.68%IV11.67%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0216Delta0.0407Gamma2374.00Leverage Ratio-0.0089Theta0.0000Rho51.28Eff Leverage0.0010Vega