0.11Open0.14Pre Close11 Volume216 Open Interest580.00Strike Price124.00Turnover47.31%IV7.68%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0469Delta0.0042Gamma1210.58Leverage Ratio-0.3073Theta0.0021Rho56.79Eff Leverage0.0483Vega