0.60Open1.01Pre Close2 Volume43 Open Interest920.00Strike Price120.00Turnover66.45%IV10.16%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.0283Delta0.0017Gamma1337.12Leverage Ratio-0.3943Theta0.0010Rho37.89Eff Leverage0.0364Vega