0.64Open0.81Pre Close2 Volume23 Open Interest21.00Strike Price128.00Turnover2386.06%IV0.20%PremiumJan 3, 2025Expiry Date0.60Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7895Delta0.3981Gamma29.57Leverage Ratio-130.1537Theta0.0000Rho-23.34Eff Leverage0.0001Vega