0.07Open0.07Pre Close26 Volume0 Open Interest99.50Strike Price121.00Turnover23.45%IV2.31%PremiumAug 14, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0703Delta0.0926Gamma2432.63Leverage Ratio-0.0438Theta0.0003Rho170.96Eff Leverage0.0084Vega