0.35Open0.75Pre Close4 Volume38 Open Interest31.00Strike Price140.00Turnover24.18%IV0.33%PremiumDec 27, 2024Expiry Date0.25Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7519Delta0.8849Gamma102.50Leverage Ratio-0.0650Theta-0.0005Rho-77.07Eff Leverage0.0047Vega