0.21Open0.35Pre Close10 Volume79 Open Interest322.50Strike Price128.00Turnover254.78%IV3.57%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0227Delta0.0092Gamma6688.00Leverage Ratio-8.4377Theta0.0000Rho-152.05Eff Leverage0.0012Vega