0.06Open0.11Pre Close20 Volume57 Open Interest515.00Strike Price120.00Turnover12.30%IV2.75%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0240Delta0.0085Gamma8354.67Leverage Ratio-0.0369Theta0.0014Rho200.84Eff Leverage0.0308Vega