0.24Open0.10Pre Close5 Volume120 Open Interest32.00Strike Price120.00Turnover44.66%IV13.60%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.1553Delta0.0768Gamma118.25Leverage Ratio-0.0174Theta0.0025Rho18.36Eff Leverage0.0166Vega