0.20Open0.40Pre Close60 Volume13.35K Open Interest27.00Strike Price1.20KTurnover20.02%IV0.55%PremiumJul 19, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5581Delta0.9304Gamma135.25Leverage Ratio-0.0449Theta0.0009Rho75.49Eff Leverage0.0084Vega