0.05Open0.10Pre Close24 Volume52 Open Interest41.00Strike Price120.00Turnover67.08%IV15.11%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0294Delta0.0156Gamma964.80Leverage Ratio-0.0200Theta-0.0002Rho-28.32Eff Leverage0.0043Vega