0.03Open0.06Pre Close40 Volume323 Open Interest18.50Strike Price136.00Turnover60.35%IV10.23%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0661Delta0.1208Gamma560.33Leverage Ratio-0.0153Theta0.0001Rho37.02Eff Leverage0.0023Vega