0.05Open0.12Pre Close16 Volume517 Open Interest127.00Strike Price126.00Turnover65.64%IV10.34%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0235Delta0.0096Gamma2302.60Leverage Ratio-0.0461Theta0.0002Rho54.11Eff Leverage0.0049Vega