1.27Open1.66Pre Close1 Volume247 Open Interest72.00Strike Price127.00Turnover40.66%IV1.22%PremiumDec 6, 2024Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.5484Delta0.1816Gamma66.60Leverage Ratio-0.2405Theta-0.0021Rho-36.52Eff Leverage0.0213Vega