0.06Open0.02Pre Close58 Volume424 Open Interest75.00Strike Price120.00Turnover32.07%IV6.19%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0203Delta0.0241Gamma4710.00Leverage Ratio-0.0120Theta0.0001Rho95.45Eff Leverage0.0031Vega