0.15Open0.11Pre Close9 Volume34 Open Interest32.50Strike Price135.00Turnover70.81%IV33.70%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0592Delta0.0281Gamma244.20Leverage Ratio-0.0115Theta0.0008Rho14.45Eff Leverage0.0070Vega