0.45Open0.48Pre Close3 Volume27 Open Interest4.00Strike Price121.00Turnover75.61%IV4.00%PremiumJul 19, 2024Expiry Date0.25Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6589Delta0.7396Gamma10.71Leverage Ratio-0.0079Theta-0.0008Rho-7.06Eff Leverage0.0024Vega