0.10Open0.14Pre Close14 Volume43 Open Interest94.00Strike Price136.00Turnover50.13%IV8.80%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0445Delta0.0167Gamma980.57Leverage Ratio-0.0533Theta-0.0005Rho-43.60Eff Leverage0.0106Vega