0.04Open0.02Pre Close84 Volume214 Open Interest72.00Strike Price126.00Turnover24.82%IV1.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0740Delta0.2310Gamma3554.80Leverage Ratio-0.0963Theta0.0001Rho263.20Eff Leverage0.0034Vega