0.07Open0.08Pre Close20 Volume424 Open Interest101.00Strike Price120.00Turnover50.90%IV11.60%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0284Delta0.0127Gamma1811.00Leverage Ratio-0.0311Theta0.0003Rho51.50Eff Leverage0.0066Vega