0.07Open0.08Pre Close20 Volume424 Open Interest101.00Strike Price120.00Turnover51.92%IV11.71%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0302Delta0.0131Gamma1644.63Leverage Ratio-0.0336Theta0.0003Rho49.71Eff Leverage0.0069Vega