0.05Open0.45Pre Close23 Volume207 Open Interest146.00Strike Price126.00Turnover74.60%IV5.07%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0332Delta0.0162Gamma2562.25Leverage Ratio-0.2752Theta-0.0001Rho-84.97Eff Leverage0.0045Vega