0.03Open0.03Pre Close50 Volume374 Open Interest695.00Strike Price121.00Turnover46.47%IV11.37%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0028Delta0.0004Gamma31203.00Leverage Ratio-0.0193Theta0.0001Rho88.36Eff Leverage0.0045Vega