0.40Open1.10Pre Close3 Volume14 Open Interest210.00Strike Price125.00Turnover21.76%IV9.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0680Delta0.0118Gamma589.88Leverage Ratio-0.0292Theta0.0090Rho40.11Eff Leverage0.0670Vega