0.04Open0.02Pre Close32 Volume754 Open Interest33.00Strike Price127.00Turnover104.56%IV21.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0167Delta0.0087Gamma1394.33Leverage Ratio-0.0182Theta-0.0001Rho-23.32Eff Leverage0.0019Vega