0.35Open0.55Pre Close4.26K Volume2.70K Open Interest37.00Strike Price126.62KTurnover96.10%IV6.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1253Delta0.0974Gamma315.08Leverage Ratio-0.1348Theta-0.0002Rho-39.49Eff Leverage0.0045Vega