0.20Open0.50Pre Close6 Volume220 Open Interest47.50Strike Price120.00Turnover44.19%IV13.95%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1075Delta0.0459Gamma209.30Leverage Ratio-0.0219Theta0.0020Rho22.50Eff Leverage0.0169Vega