0.14Open0.12Pre Close10 Volume40 Open Interest67.50Strike Price140.00Turnover14.15%IV4.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1295Delta0.0897Gamma516.32Leverage Ratio-0.0111Theta0.0054Rho66.84Eff Leverage0.0350Vega