0.05Open0.05Pre Close24 Volume894 Open Interest12.50Strike Price120.00Turnover67.67%IV26.00%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0783Delta0.0976Gamma199.20Leverage Ratio-0.0061Theta0.0004Rho15.60Eff Leverage0.0032Vega