0.40Open0.08Pre Close3 Volume181 Open Interest33.00Strike Price120.00Turnover59.37%IV3.05%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3469Delta0.2207Gamma74.72Leverage Ratio-0.1311Theta-0.0008Rho-25.92Eff Leverage0.0104Vega