0.04Open0.15Pre Close34 Volume139 Open Interest54.00Strike Price127.00Turnover67.15%IV8.41%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0353Delta0.0357Gamma1661.33Leverage Ratio-0.0296Theta0.0001Rho58.64Eff Leverage0.0025Vega