0.12Open0.17Pre Close10 Volume328 Open Interest21.00Strike Price120.00Turnover99.39%IV16.81%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0928Delta0.0922Gamma241.07Leverage Ratio-0.0387Theta0.0002Rho22.38Eff Leverage0.0030Vega