0.04Open0.04Pre Close11.53K Volume16.51K Open Interest3.00Strike Price126.48KTurnover80.83%IV4.43%PremiumDec 27, 2024Expiry Date0.05Intrinsic Value100Multiplier7DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6223Delta1.0919Gamma17.40Leverage Ratio-0.0098Theta0.0003Rho10.83Eff Leverage0.0016Vega