0.11Open0.13Pre Close9 Volume389 Open Interest1.50Strike Price139.00Turnover194.13%IV5.66%PremiumDec 6, 2024Expiry Date0.09Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6496Delta1.1058Gamma8.83Leverage Ratio-0.0154Theta0.0001Rho5.74Eff Leverage0.0006Vega