6.60Open6.00Pre Close128 Volume31 Open Interest805.00Strike Price136.93KTurnover32.76%IV1.05%PremiumAug 2, 2024Expiry Date5.94Intrinsic Value100Multiplier4DDays to Expiry8.36Extrinsic Value100Contract SizeAmericanOptions Type-0.5691Delta0.0138Gamma55.49Leverage Ratio-1.3073Theta-0.0500Rho-31.58Eff Leverage0.3429Vega