0.07Open0.20Pre Close11 Volume174 Open Interest230.00Strike Price127.00Turnover65.75%IV19.18%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0180Delta0.0028Gamma1930.70Leverage Ratio-0.0522Theta0.0005Rho34.76Eff Leverage0.0106Vega