0.10Open0.23Pre Close12 Volume63 Open Interest26.00Strike Price120.00Turnover29.13%IV1.56%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3335Delta0.4653Gamma150.34Leverage Ratio-0.0386Theta-0.0009Rho-50.13Eff Leverage0.0098Vega