2.71Open3.01Pre Close458 Volume1.24K Open Interest55.00Strike Price127.70KTurnover70.44%IV0.71%PremiumOct 11, 2024Expiry Date2.54Intrinsic Value100Multiplier2DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.8277Delta0.0900Gamma20.40Leverage Ratio-0.2048Theta0.0022Rho16.89Eff Leverage0.0103Vega