0.35Open0.40Pre Close4 Volume136 Open Interest11.00Strike Price140.00Turnover42.83%IV2.99%PremiumOct 18, 2024Expiry Date0.02Intrinsic Value100Multiplier15DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.5308Delta0.4128Gamma27.55Leverage Ratio-0.0135Theta0.0023Rho14.62Eff Leverage0.0089Vega