0.21Open0.35Pre Close10 Volume79 Open Interest322.50Strike Price128.00Turnover215.71%IV3.84%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0216Delta0.0083Gamma6706.60Leverage Ratio-5.4672Theta0.0000Rho-144.64Eff Leverage0.0015Vega