1.26Open1.30Pre Close1 Volume429 Open Interest22.50Strike Price126.00Turnover43.29%IV2.55%PremiumDec 20, 2024Expiry Date0.67Intrinsic Value100Multiplier22DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.6382Delta0.1521Gamma16.85Leverage Ratio-0.0228Theta0.0081Rho10.75Eff Leverage0.0213Vega