0.64Open0.75Pre Close2 Volume406 Open Interest22.50Strike Price127.00Turnover57.04%IV0.78%PremiumJan 17, 2025Expiry Date0.45Intrinsic Value100Multiplier6DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6238Delta0.2249Gamma24.81Leverage Ratio-0.0565Theta0.0022Rho15.48Eff Leverage0.0112Vega