0.01Open0.01Pre Close20 Volume502 Open Interest16.50Strike Price120.00Turnover60.08%IV10.65%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0405Delta0.0729Gamma922.76Leverage Ratio-0.0106Theta-0.0001Rho-37.34Eff Leverage0.0017Vega