3.45Open3.35Pre Close447 Volume410 Open Interest110.00Strike Price127.10KTurnover23.58%IV0.34%PremiumDec 20, 2024Expiry Date2.11Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8023Delta0.1070Gamma45.85Leverage Ratio-0.1152Theta0.0084Rho36.79Eff Leverage0.0306Vega