0.40Open0.05Pre Close3 Volume6 Open Interest63.00Strike Price120.00Turnover14.03%IV0.81%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4808Delta0.3700Gamma157.23Leverage Ratio-0.0457Theta0.0044Rho75.60Eff Leverage0.0306Vega