0.03Open0.01Pre Close40 Volume2.00K Open Interest11.00Strike Price120.00Turnover73.00%IV5.75%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1242Delta0.4122Gamma347.67Leverage Ratio-0.0271Theta0.0001Rho43.19Eff Leverage0.0014Vega