0.81Open0.70Pre Close2.20K Volume5.38K Open Interest27.00Strike Price125.96KTurnover19.56%IV0.30%PremiumDec 27, 2024Expiry Date0.29Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7114Delta0.6976Gamma72.19Leverage Ratio-0.0251Theta-0.0015Rho-51.36Eff Leverage0.0086Vega