0.06Open0.08Pre Close20 Volume104 Open Interest86.00Strike Price120.00Turnover54.06%IV5.52%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0470Delta0.0323Gamma1516.08Leverage Ratio-0.0596Theta-0.0002Rho-71.32Eff Leverage0.0055Vega