0.20Open0.10Pre Close6 Volume22 Open Interest147.00Strike Price120.00Turnover20.27%IV2.44%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0906Delta0.0681Gamma1436.90Leverage Ratio-0.0702Theta0.0009Rho130.16Eff Leverage0.0193Vega