0.03Open0.05Pre Close61 Volume413 Open Interest80.00Strike Price120.00Turnover145.14%IV2.66%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0423Delta0.0772Gamma3897.50Leverage Ratio-1.2828Theta0.0000Rho164.86Eff Leverage0.0007Vega