0.05Open0.08Pre Close19 Volume18 Open Interest2340.00Strike Price127.00Turnover67.84%IV3.43%PremiumNov 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeEuropeanOptions Type-0.0073Delta0.0005Gamma26921.21Leverage Ratio-2.0084Theta-0.0001Rho-196.50Eff Leverage0.0112Vega