0.03Open0.02Pre Close71 Volume545 Open Interest56.00Strike Price139.00Turnover35.79%IV2.90%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0388Delta0.0879Gamma3843.33Leverage Ratio-0.0483Theta0.0000Rho-149.14Eff Leverage0.0022Vega