0.35Open0.35Pre Close4 Volume151 Open Interest5.00Strike Price126.00Turnover60.59%IV4.66%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier17DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5683Delta0.5908Gamma16.82Leverage Ratio-0.0080Theta0.0012Rho9.56Eff Leverage0.0043Vega