0.10Open0.15Pre Close11 Volume456 Open Interest9.00Strike Price137.00Turnover60.83%IV1.11%PremiumDec 13, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5359Delta1.4453Gamma71.76Leverage Ratio-0.0599Theta-0.0001Rho-38.46Eff Leverage0.0018Vega