0.60Open1.01Pre Close2 Volume43 Open Interest920.00Strike Price120.00Turnover68.00%IV10.18%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.0278Delta0.0017Gamma1336.86Leverage Ratio-0.3944Theta0.0010Rho37.18Eff Leverage0.0358Vega