3.85Open3.50Pre Close540 Volume847 Open Interest265.00Strike Price120.03KTurnover32.33%IV2.62%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.3041Delta0.0377Gamma151.05Leverage Ratio-0.3907Theta0.0094Rho45.93Eff Leverage0.1003Vega