0.01Open0.01Pre Close120 Volume681 Open Interest13.50Strike Price120.00Turnover140.49%IV23.57%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0127Delta0.0150Gamma1765.00Leverage Ratio-0.0084Theta0.0000Rho-22.37Eff Leverage0.0005Vega