0.05Open0.29Pre Close31 Volume239 Open Interest17.00Strike Price126.00Turnover108.18%IV35.19%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0180Delta0.0078Gamma654.25Leverage Ratio-0.0080Theta-0.0002Rho-11.76Eff Leverage0.0023Vega