0.05Open0.05Pre Close26 Volume122 Open Interest10.00Strike Price127.00Turnover107.58%IV18.68%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0899Delta0.1612Gamma211.50Leverage Ratio-0.0172Theta0.0001Rho19.02Eff Leverage0.0015Vega