0.10Open0.10Pre Close14 Volume963 Open Interest295.00Strike Price127.00Turnover38.85%IV7.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0170Delta0.0037Gamma4539.43Leverage Ratio-0.0550Theta-0.0004Rho-77.06Eff Leverage0.0123Vega