0.68Open1.13Pre Close2 Volume72 Open Interest760.00Strike Price136.00Turnover24.26%IV3.91%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.0578Delta0.0058Gamma1580.38Leverage Ratio-0.2565Theta-0.0046Rho-91.36Eff Leverage0.0953Vega