0.47Open1.15Pre Close3 Volume7 Open Interest34.00Strike Price127.00Turnover47.52%IV-1.32%PremiumNov 29, 2024Expiry Date0.77Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6775Delta0.2323Gamma30.91Leverage Ratio-0.0812Theta-0.0020Rho-20.94Eff Leverage0.0117Vega