0.05Open0.15Pre Close23 Volume1.26K Open Interest21.00Strike Price127.00Turnover47.00%IV8.95%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1194Delta0.1516Gamma257.60Leverage Ratio-0.0170Theta0.0005Rho30.77Eff Leverage0.0056Vega