0.20Open0.22Pre Close6 Volume132 Open Interest1.50Strike Price136.00Turnover145.92%IV1.73%PremiumSep 27, 2024Expiry Date0.23Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8810Delta0.8549Gamma6.65Leverage Ratio-0.0074Theta0.0001Rho5.86Eff Leverage0.0003Vega