0.20Open0.22Pre Close6 Volume132 Open Interest1.50Strike Price136.00Turnover201.89%IV1.15%PremiumSep 27, 2024Expiry Date0.24Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8176Delta0.8329Gamma6.33Leverage Ratio-0.0146Theta0.0001Rho5.17Eff Leverage0.0004Vega