6.50Open8.90Pre Close257 Volume98 Open Interest887.50Strike Price126.30KTurnover20.46%IV0.56%PremiumOct 18, 2024Expiry Date1.71Intrinsic Value100Multiplier2DDays to Expiry4.94Extrinsic Value100Contract SizeAmericanOptions Type0.5440Delta0.0291Gamma140.59Leverage Ratio-1.5955Theta0.0267Rho76.48Eff Leverage0.2636Vega