0.15Open0.12Pre Close15 Volume102 Open Interest20.00Strike Price236.00Turnover120.51%IV0.20%PremiumSep 20, 2024Expiry Date0.12Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.5451Delta0.2007Gamma23.67Leverage Ratio-0.1843Theta0.0007Rho12.90Eff Leverage0.0065Vega