0.40Open0.50Pre Close3 Volume7.84K Open Interest37.50Strike Price120.00Turnover31.92%IV5.13%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2956Delta0.1466Gamma84.82Leverage Ratio-0.0283Theta0.0043Rho25.07Eff Leverage0.0255Vega