0.23Open0.03Pre Close9 Volume83 Open Interest105.00Strike Price127.00Turnover3134.55%IV3.65%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1391Delta0.0672Gamma3377.67Leverage Ratio-922.2270Theta0.0000Rho469.79Eff Leverage0.0002Vega