0.01Open0.02Pre Close120 Volume11 Open Interest16.50Strike Price120.00Turnover93.12%IV20.16%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0131Delta0.0159Gamma2065.50Leverage Ratio-0.0063Theta0.0000Rho-27.00Eff Leverage0.0008Vega