5.67Open6.12Pre Close189 Volume3.57K Open Interest77.50Strike Price126.65KTurnover62.78%IV0.09%PremiumOct 18, 2024Expiry Date6.89Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9717Delta0.0169Gamma12.14Leverage Ratio-0.0492Theta0.0039Rho11.80Eff Leverage0.0040Vega