0.34Open0.40Pre Close4 Volume343 Open Interest20.00Strike Price136.00Turnover31.49%IV1.50%PremiumJul 19, 2024Expiry Date0.04Intrinsic Value100Multiplier8DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5363Delta0.4042Gamma47.15Leverage Ratio-0.0242Theta0.0025Rho25.29Eff Leverage0.0124Vega