0.35Open1.00Pre Close3 Volume11 Open Interest35.00Strike Price120.00Turnover20.11%IV0.01%PremiumJul 19, 2024Expiry Date0.45Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7683Delta0.6763Gamma69.11Leverage Ratio-0.0428Theta-0.0010Rho-53.09Eff Leverage0.0069Vega