0.45Open0.37Pre Close3 Volume616 Open Interest2.00Strike Price135.00Turnover90.74%IV2.94%PremiumJan 17, 2025Expiry Date0.38Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8104Delta0.4919Gamma5.29Leverage Ratio-0.0033Theta0.0010Rho4.29Eff Leverage0.0016Vega