0.10Open0.10Pre Close14 Volume443 Open Interest100.00Strike Price139.00Turnover60.34%IV19.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0200Delta0.0037Gamma1234.70Leverage Ratio-0.0259Theta-0.0007Rho-24.71Eff Leverage0.0105Vega