0.06Open0.06Pre Close24.96K Volume1.34K Open Interest216.00Strike Price120.70KTurnover22.55%IV0.91%PremiumJul 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0565Delta0.0914Gamma7265.00Leverage Ratio-0.2892Theta-0.0001Rho-410.50Eff Leverage0.0063Vega