0.60Open1.08Pre Close2 Volume93 Open Interest67.50Strike Price120.00Turnover44.11%IV4.95%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2161Delta0.0942Gamma173.04Leverage Ratio-0.1093Theta0.0016Rho37.39Eff Leverage0.0207Vega