0.40Open0.35Pre Close4.56K Volume2.18K Open Interest11.00Strike Price119.67KTurnover90.22%IV4.33%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4747Delta0.3681Gamma29.01Leverage Ratio-0.0522Theta0.0006Rho13.77Eff Leverage0.0048Vega