4.65Open1.84Pre Close256 Volume501 Open Interest41.00Strike Price127.48KTurnover402.56%IV0.63%PremiumNov 29, 2024Expiry Date6.49Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9298Delta0.0274Gamma7.14Leverage Ratio-1.3395Theta0.0002Rho6.64Eff Leverage0.0016Vega