4.65Open1.84Pre Close256 Volume525 Open Interest41.00Strike Price127.48KTurnover250.60%IV0.63%PremiumNov 29, 2024Expiry Date6.49Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9303Delta0.0273Gamma7.14Leverage Ratio-0.5200Theta0.0006Rho6.64Eff Leverage0.0026Vega