0.21Open0.13Pre Close5.65K Volume5.99K Open Interest42.00Strike Price126.55KTurnover20.44%IV0.57%PremiumDec 13, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.4979Delta0.6392Gamma167.96Leverage Ratio-0.0736Theta-0.0010Rho-83.62Eff Leverage0.0122Vega