0.10Open0.30Pre Close12 Volume988 Open Interest26.00Strike Price120.00Turnover59.58%IV10.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0893Delta0.0691Gamma288.70Leverage Ratio-0.0269Theta-0.0005Rho-25.79Eff Leverage0.0063Vega