0.03Open0.04Pre Close35 Volume860 Open Interest79.00Strike Price126.00Turnover43.33%IV8.16%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0337Delta0.0244Gamma1826.75Leverage Ratio-0.0270Theta0.0002Rho61.48Eff Leverage0.0053Vega