0.07Open0.07Pre Close26 Volume0 Open Interest99.50Strike Price121.00Turnover23.37%IV2.31%PremiumAug 14, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0705Delta0.0931Gamma2432.48Leverage Ratio-0.0438Theta0.0003Rho171.45Eff Leverage0.0084Vega