0.09Open0.06Pre Close24 Volume272 Open Interest110.00Strike Price120.00Turnover52.02%IV12.46%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0100Delta0.0037Gamma5026.08Leverage Ratio-0.0164Theta-0.0001Rho-50.26Eff Leverage0.0037Vega