0.05Open0.10Pre Close23 Volume1 Open Interest31.00Strike Price120.00Turnover95.12%IV15.61%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0849Delta0.0582Gamma269.00Leverage Ratio-0.0482Theta0.0002Rho22.85Eff Leverage0.0044Vega