0.05Open0.03Pre Close40 Volume845 Open Interest8.50Strike Price128.00Turnover101.80%IV8.25%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1143Delta0.4197Gamma315.22Leverage Ratio-0.0249Theta0.0000Rho36.03Eff Leverage0.0009Vega