0.34Open0.05Pre Close4 Volume67 Open Interest12.50Strike Price136.00Turnover52.08%IV0.94%PremiumSep 20, 2024Expiry Date0.22Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6727Delta0.6818Gamma37.41Leverage Ratio-0.0465Theta0.0005Rho25.17Eff Leverage0.0037Vega