0.10Open0.23Pre Close12 Volume63 Open Interest26.00Strike Price120.00Turnover28.82%IV1.56%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3334Delta0.4651Gamma150.34Leverage Ratio-0.0376Theta-0.0009Rho-50.12Eff Leverage0.0099Vega