0.30Open0.60Pre Close4 Volume260 Open Interest155.00Strike Price120.00Turnover57.78%IV23.75%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0959Delta0.0090Gamma156.86Leverage Ratio-0.0658Theta0.0076Rho15.04Eff Leverage0.0556Vega