0.04Open0.07Pre Close30 Volume433 Open Interest26.50Strike Price126.00Turnover42.34%IV2.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0739Delta0.3102Gamma1809.33Leverage Ratio-0.0543Theta0.0000Rho-133.76Eff Leverage0.0015Vega