0.01Open0.01Pre Close120 Volume749 Open Interest77.00Strike Price120.00Turnover64.00%IV8.86%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0113Delta0.0114Gamma7074.00Leverage Ratio-0.0100Theta0.0000Rho80.00Eff Leverage0.0012Vega