0.21Open0.03Pre Close6 Volume128 Open Interest23.00Strike Price126.00Turnover82.89%IV11.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0492Delta0.0818Gamma831.60Leverage Ratio-0.0228Theta0.0001Rho40.94Eff Leverage0.0015Vega