0.10Open0.20Pre Close19 Volume290 Open Interest31.50Strike Price127.00Turnover20.92%IV0.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1456Delta1.7092Gamma3162.53Leverage Ratio-0.1017Theta0.0000Rho-460.39Eff Leverage0.0015Vega