5.67Open6.12Pre Close189 Volume3.57K Open Interest77.50Strike Price126.65KTurnover64.41%IV0.09%PremiumOct 18, 2024Expiry Date6.89Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9713Delta0.0171Gamma12.14Leverage Ratio-0.0505Theta0.0037Rho11.79Eff Leverage0.0039Vega