0.06Open0.07Pre Close32 Volume414 Open Interest83.00Strike Price127.00Turnover135.80%IV7.81%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0446Delta0.0282Gamma1284.00Leverage Ratio-0.4016Theta0.0000Rho57.23Eff Leverage0.0023Vega