0.20Open0.40Pre Close60 Volume13.35K Open Interest27.00Strike Price1.20KTurnover20.43%IV0.55%PremiumJul 19, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5578Delta0.9295Gamma135.25Leverage Ratio-0.0469Theta0.0009Rho75.44Eff Leverage0.0082Vega