35.75Open27.71Pre Close31 Volume658 Open Interest512.50Strike Price126.50KTurnover228.85%IV0.31%PremiumSep 20, 2024Expiry Date46.60Intrinsic Value100Multiplier0DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.9056Delta0.0044Gamma11.56Leverage Ratio-9.8055Theta0.0040Rho10.47Eff Leverage0.0280Vega