0.40Open0.72Pre Close3 Volume2 Open Interest16.00Strike Price120.00Turnover1760.49%IV13.62%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2119Delta0.0947Gamma45.15Leverage Ratio-13.2808Theta0.0000Rho-9.57Eff Leverage0.0005Vega