0.05Open0.05Pre Close24 Volume111 Open Interest20.00Strike Price120.00Turnover352.77%IV4.21%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1438Delta0.3288Gamma384.80Leverage Ratio-2.0642Theta0.0000Rho55.32Eff Leverage0.0004Vega