0.38Open0.40Pre Close3.44K Volume3.89K Open Interest48.00Strike Price127.16KTurnover20.30%IV0.60%PremiumDec 27, 2024Expiry Date0.12Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5672Delta0.4638Gamma117.37Leverage Ratio-0.0705Theta0.0020Rho66.56Eff Leverage0.0164Vega