0.45Open0.37Pre Close3 Volume616 Open Interest2.00Strike Price135.00Turnover91.78%IV2.94%PremiumJan 17, 2025Expiry Date0.38Intrinsic Value100Multiplier23DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8102Delta0.4919Gamma5.29Leverage Ratio-0.0034Theta0.0009Rho4.28Eff Leverage0.0016Vega