0.99Open0.68Pre Close1.34K Volume2.95K Open Interest11.50Strike Price127.11KTurnover128.79%IV1.63%PremiumJan 17, 2025Expiry Date0.74Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.7437Delta0.2531Gamma12.88Leverage Ratio-0.0936Theta0.0005Rho9.58Eff Leverage0.0032Vega