0.10Open0.15Pre Close12 Volume197 Open Interest45.00Strike Price120.00Turnover39.56%IV6.92%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0847Delta0.0616Gamma482.40Leverage Ratio-0.0291Theta-0.0007Rho-40.88Eff Leverage0.0099Vega