3.40Open3.05Pre Close263 Volume237 Open Interest121.00Strike Price127.54KTurnover90.82%IV0.52%PremiumDec 6, 2024Expiry Date4.57Intrinsic Value100Multiplier1DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.8090Delta0.0546Gamma22.94Leverage Ratio-0.8272Theta-0.0020Rho-18.56Eff Leverage0.0150Vega