0.04Open0.07Pre Close30 Volume407 Open Interest26.50Strike Price126.00Turnover53.45%IV2.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0740Delta0.3106Gamma1809.33Leverage Ratio-0.0867Theta0.0000Rho-133.85Eff Leverage0.0012Vega