3.45Open3.35Pre Close447 Volume410 Open Interest110.00Strike Price127.10KTurnover22.03%IV0.34%PremiumDec 20, 2024Expiry Date2.11Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8045Delta0.1070Gamma45.85Leverage Ratio-0.1016Theta0.0096Rho36.89Eff Leverage0.0323Vega