0.10Open0.24Pre Close1.37K Volume460 Open Interest72.00Strike Price126.01KTurnover99.82%IV1.25%PremiumOct 2, 2024Expiry Date0.11Intrinsic Value100Multiplier0DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.5259Delta0.1703Gamma72.84Leverage Ratio-1.2449Theta0.0004Rho38.30Eff Leverage0.0093Vega