0.30Open0.50Pre Close4 Volume5 Open Interest12.50Strike Price120.00Turnover64.90%IV0.81%PremiumJul 26, 2024Expiry Date0.20Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6591Delta0.8008Gamma41.00Leverage Ratio-0.0859Theta-0.0003Rho-27.02Eff Leverage0.0026Vega