0.05Open0.15Pre Close25 Volume61 Open Interest26.00Strike Price127.00Turnover147.40%IV19.73%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0709Delta0.0544Gamma290.20Leverage Ratio-0.0610Theta0.0001Rho20.57Eff Leverage0.0023Vega