0.04Open0.07Pre Close30 Volume433 Open Interest26.50Strike Price126.00Turnover35.25%IV2.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0739Delta0.3097Gamma1809.33Leverage Ratio-0.0375Theta0.0000Rho-133.65Eff Leverage0.0018Vega