0.05Open0.03Pre Close34 Volume56 Open Interest35.00Strike Price140.00Turnover14.30%IV5.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0777Delta0.1254Gamma830.00Leverage Ratio-0.0041Theta0.0015Rho64.45Eff Leverage0.0118Vega