0.40Open0.40Pre Close3 Volume96 Open Interest38.50Strike Price120.00Turnover54.35%IV1.98%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3988Delta0.2796Gamma97.18Leverage Ratio-0.2072Theta-0.0006Rho-38.76Eff Leverage0.0098Vega