0.22Open0.15Pre Close7 Volume419 Open Interest32.50Strike Price127.00Turnover110.46%IV60.36%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0737Delta0.0235Gamma116.34Leverage Ratio-0.0162Theta0.0009Rho8.58Eff Leverage0.0075Vega