0.60Open0.56Pre Close2 Volume164 Open Interest10.00Strike Price120.00Turnover42.08%IV1.92%PremiumAug 16, 2024Expiry Date0.40Intrinsic Value100Multiplier19DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6832Delta0.3479Gamma16.00Leverage Ratio-0.0102Theta0.0035Rho10.93Eff Leverage0.0087Vega