0.05Open0.06Pre Close26 Volume438 Open Interest23.00Strike Price139.00Turnover80.98%IV15.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0448Delta0.0561Gamma796.80Leverage Ratio-0.0171Theta0.0001Rho35.69Eff Leverage0.0020Vega