0.30Open0.25Pre Close4 Volume289 Open Interest7.50Strike Price120.00Turnover59.56%IV8.86%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3339Delta0.2927Gamma26.33Leverage Ratio-0.0086Theta-0.0018Rho-8.79Eff Leverage0.0076Vega