0.95Open2.25Pre Close1.66K Volume892 Open Interest12.00Strike Price127.67KTurnover163.74%IV1.95%PremiumDec 6, 2024Expiry Date0.82Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.7360Delta0.2204Gamma11.93Leverage Ratio-0.1484Theta0.0004Rho8.78Eff Leverage0.0030Vega