0.07Open0.08Pre Close20 Volume424 Open Interest101.00Strike Price120.00Turnover51.65%IV11.57%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0303Delta0.0132Gamma1646.73Leverage Ratio-0.0335Theta0.0003Rho49.95Eff Leverage0.0069Vega