0.02Open0.02Pre Close83 Volume384 Open Interest20.50Strike Price121.00Turnover32.40%IV2.75%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0609Delta0.3190Gamma2107.00Leverage Ratio-0.0100Theta0.0000Rho-128.34Eff Leverage0.0014Vega