0.04Open0.03Pre Close30 Volume593 Open Interest21.00Strike Price120.00Turnover324.15%IV4.21%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1222Delta0.3013Gamma504.75Leverage Ratio-1.7477Theta0.0000Rho61.66Eff Leverage0.0004Vega