0.10Open0.10Pre Close12 Volume648 Open Interest35.00Strike Price120.00Turnover30.20%IV3.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0991Delta0.1655Gamma726.00Leverage Ratio-0.0252Theta-0.0003Rho-71.98Eff Leverage0.0061Vega