0.06Open0.07Pre Close32 Volume440 Open Interest83.00Strike Price127.00Turnover112.69%IV7.81%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0446Delta0.0282Gamma1284.00Leverage Ratio-0.2768Theta0.0000Rho57.24Eff Leverage0.0028Vega