0.02Open0.02Pre Close60 Volume547 Open Interest780.00Strike Price127.00Turnover82.99%IV11.10%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0011Delta0.0001Gamma87734.00Leverage Ratio-0.0611Theta0.0000Rho-92.40Eff Leverage0.0014Vega