0.10Open0.15Pre Close12 Volume197 Open Interest45.00Strike Price120.00Turnover44.30%IV6.92%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0849Delta0.0618Gamma482.40Leverage Ratio-0.0364Theta-0.0005Rho-40.95Eff Leverage0.0088Vega