0.05Open0.06Pre Close40 Volume780 Open Interest81.00Strike Price128.00Turnover62.70%IV9.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0134Delta0.0082Gamma4453.50Leverage Ratio-0.0192Theta-0.0001Rho-59.81Eff Leverage0.0023Vega