0.35Open0.65Pre Close4 Volume82 Open Interest12.00Strike Price140.00Turnover86.90%IV2.06%PremiumAug 2, 2024Expiry Date0.11Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6242Delta0.4607Gamma29.74Leverage Ratio-0.0714Theta-0.0005Rho-18.56Eff Leverage0.0036Vega