0.04Open0.07Pre Close30 Volume433 Open Interest26.50Strike Price126.00Turnover40.83%IV2.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0739Delta0.3101Gamma1809.33Leverage Ratio-0.0504Theta0.0000Rho-133.74Eff Leverage0.0015Vega