2.71Open3.01Pre Close458 Volume1.24K Open Interest55.00Strike Price127.70KTurnover78.30%IV0.71%PremiumOct 11, 2024Expiry Date2.54Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.8269Delta0.0900Gamma20.40Leverage Ratio-0.2440Theta0.0018Rho16.87Eff Leverage0.0093Vega