1.27Open0.20Pre Close1 Volume80 Open Interest50.00Strike Price127.00Turnover79.84%IV1.08%PremiumNov 8, 2024Expiry Date0.72Intrinsic Value100Multiplier1DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.6008Delta0.1744Gamma37.16Leverage Ratio-0.5661Theta0.0009Rho22.33Eff Leverage0.0107Vega