0.10Open0.03Pre Close118 Volume95 Open Interest86.00Strike Price127.00Turnover59.06%IV14.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0050Delta0.0023Gamma10061.00Leverage Ratio-0.0076Theta0.0000Rho-50.19Eff Leverage0.0015Vega