0.40Open0.60Pre Close3 Volume38 Open Interest45.00Strike Price126.00Turnover51.04%IV15.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1732Delta0.0499Gamma87.44Leverage Ratio-0.0283Theta0.0042Rho15.14Eff Leverage0.0257Vega