0.57Open1.83Pre Close2 Volume166 Open Interest45.00Strike Price127.00Turnover46.49%IV1.20%PremiumSep 20, 2024Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5221Delta0.2122Gamma54.35Leverage Ratio-0.1359Theta-0.0018Rho-28.38Eff Leverage0.0161Vega