0.08Open0.06Pre Close305 Volume1.45K Open Interest0.50Strike Price1.39KTurnover121.10%IV6.93%PremiumJul 26, 2024Expiry Date0.01Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6059Delta5.4975Gamma14.44Leverage Ratio-0.0031Theta0.0000Rho8.75Eff Leverage0.0002Vega