0.05Open0.12Pre Close16 Volume517 Open Interest127.00Strike Price126.00Turnover66.89%IV10.51%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0232Delta0.0093Gamma2299.00Leverage Ratio-0.0462Theta0.0002Rho53.27Eff Leverage0.0048Vega