0.85Open0.11Pre Close2 Volume29 Open Interest90.00Strike Price127.00Turnover31.22%IV1.30%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.4713Delta0.2661Gamma242.03Leverage Ratio-0.4801Theta-0.0011Rho-114.06Eff Leverage0.0191Vega