0.10Open0.10Pre Close14 Volume963 Open Interest295.00Strike Price127.00Turnover42.03%IV7.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0167Delta0.0036Gamma4547.14Leverage Ratio-0.0591Theta-0.0004Rho-75.96Eff Leverage0.0114Vega