106.73Open96.66Pre Close12 Volume820 Open Interest290.00Strike Price127.47KTurnover139.43%IV0.82%PremiumDec 20, 2024Expiry Date99.74Intrinsic Value100Multiplier4DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type0.9850Delta0.0007Gamma3.89Leverage Ratio-0.2469Theta0.0290Rho3.83Eff Leverage0.0149Vega