0.15Open0.10Pre Close9 Volume2.93K Open Interest10.00Strike Price126.00Turnover42.61%IV10.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1622Delta0.2206Gamma109.70Leverage Ratio-0.0064Theta-0.0010Rho-17.79Eff Leverage0.0064Vega