0.02Open0.02Pre Close48 Volume23.37K Open Interest27.00Strike Price120.00Turnover47.65%IV8.39%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0385Delta0.0527Gamma1178.00Leverage Ratio-0.0125Theta-0.0001Rho-45.35Eff Leverage0.0028Vega