0.15Open0.24Pre Close9 Volume121 Open Interest480.00Strike Price135.00Turnover30.72%IV19.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0139Delta0.0011Gamma2679.73Leverage Ratio-0.0232Theta0.0035Rho37.36Eff Leverage0.0364Vega