2.71Open3.01Pre Close458 Volume1.01K Open Interest55.00Strike Price127.70KTurnover80.68%IV0.71%PremiumOct 11, 2024Expiry Date2.54Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.8267Delta0.0901Gamma20.40Leverage Ratio-0.2546Theta0.0017Rho16.87Eff Leverage0.0090Vega