3.45Open3.35Pre Close447 Volume410 Open Interest110.00Strike Price127.10KTurnover22.29%IV0.34%PremiumDec 20, 2024Expiry Date2.11Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8041Delta0.1070Gamma45.85Leverage Ratio-0.1039Theta0.0094Rho36.87Eff Leverage0.0320Vega