0.05Open0.12Pre Close16 Volume517 Open Interest127.00Strike Price126.00Turnover64.17%IV10.35%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0239Delta0.0099Gamma2302.40Leverage Ratio-0.0460Theta0.0002Rho55.01Eff Leverage0.0050Vega