0.99Open0.68Pre Close1.34K Volume2.77K Open Interest11.50Strike Price127.11KTurnover125.47%IV1.63%PremiumJan 17, 2025Expiry Date0.74Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.7438Delta0.2532Gamma12.88Leverage Ratio-0.0885Theta0.0006Rho9.58Eff Leverage0.0033Vega