0.04Open0.31Pre Close30 Volume15 Open Interest144.00Strike Price120.00Turnover28.42%IV6.30%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0172Delta0.0089Gamma5121.17Leverage Ratio-0.0184Theta-0.0003Rho-87.84Eff Leverage0.0072Vega