1.20Open1.30Pre Close1 Volume70 Open Interest26.00Strike Price120.00Turnover28.08%IV2.22%PremiumAug 16, 2024Expiry Date0.61Intrinsic Value100Multiplier25DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.6554Delta0.1875Gamma22.65Leverage Ratio-0.0168Theta0.0112Rho14.84Eff Leverage0.0257Vega