0.06Open0.15Pre Close31 Volume375 Open Interest60.00Strike Price119.00Turnover50.00%IV0.77%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0731Delta0.4510Gamma5955.00Leverage Ratio-0.5317Theta0.0000Rho435.29Eff Leverage0.0009Vega