6.50Open8.90Pre Close257 Volume98 Open Interest887.50Strike Price126.30KTurnover19.78%IV0.60%PremiumOct 18, 2024Expiry Date1.30Intrinsic Value100Multiplier2DDays to Expiry5.35Extrinsic Value100Contract SizeAmericanOptions Type0.5522Delta0.0301Gamma143.35Leverage Ratio-1.5395Theta0.0272Rho79.16Eff Leverage0.2632Vega