0.05Open0.06Pre Close26 Volume438 Open Interest23.00Strike Price139.00Turnover82.32%IV16.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0447Delta0.0560Gamma661.00Leverage Ratio-0.0175Theta0.0001Rho29.57Eff Leverage0.0019Vega