0.66Open0.97Pre Close2 Volume2 Open Interest13.00Strike Price126.00Turnover38.75%IV0.24%PremiumDec 6, 2024Expiry Date0.57Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8617Delta0.4508Gamma20.72Leverage Ratio-0.0125Theta-0.0010Rho-17.85Eff Leverage0.0028Vega