0.05Open0.15Pre Close19 Volume932 Open Interest7.00Strike Price120.00Turnover152.66%IV1.15%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.2945Delta3.1669Gamma347.00Leverage Ratio-0.4963Theta0.0000Rho102.18Eff Leverage0.0002Vega