0.07Open0.13Pre Close25 Volume314 Open Interest40.00Strike Price127.00Turnover62.80%IV14.07%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0320Delta0.0185Gamma929.80Leverage Ratio-0.0194Theta-0.0002Rho-29.73Eff Leverage0.0044Vega