0.45Open0.37Pre Close3 Volume76 Open Interest65.00Strike Price127.00Turnover32.09%IV0.48%PremiumNov 29, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5368Delta0.5422Gamma200.18Leverage Ratio-0.3363Theta0.0004Rho107.45Eff Leverage0.0091Vega