0.60Open0.50Pre Close2 Volume94 Open Interest35.00Strike Price120.00Turnover45.92%IV7.65%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.2617Delta0.0782Gamma53.21Leverage Ratio-0.0302Theta-0.0056Rho-13.93Eff Leverage0.0295Vega