0.03Open0.04Pre Close42 Volume1.28K Open Interest6.00Strike Price126.00Turnover6100.51%IV15.08%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1140Delta0.3408Gamma174.67Leverage Ratio-46.8501Theta0.0000Rho19.91Eff Leverage0.0000Vega