0.04Open0.35Pre Close42 Volume185 Open Interest397.50Strike Price126.00Turnover718.70%IV1.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0623Delta0.0330Gamma3926.00Leverage Ratio-345.0385Theta0.0000Rho244.55Eff Leverage0.0006Vega