1.20Open0.92Pre Close1 Volume397 Open Interest5.00Strike Price120.00Turnover135.07%IV11.31%PremiumAug 2, 2024Expiry Date0.57Intrinsic Value100Multiplier4DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.7930Delta0.3515Gamma8.25Leverage Ratio-0.0285Theta0.0004Rho6.54Eff Leverage0.0017Vega