0.03Open0.08Pre Close70 Volume279 Open Interest81.50Strike Price126.00Turnover85.95%IV0.67%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0642Delta0.3519Gamma8204.00Leverage Ratio-2.3120Theta0.0000Rho-526.94Eff Leverage0.0005Vega