0.01Open0.01Pre Close120 Volume37.82K Open Interest8.50Strike Price120.00Turnover193.89%IV17.06%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0403Delta0.1367Gamma727.00Leverage Ratio-0.0351Theta0.0000Rho29.28Eff Leverage0.0003Vega