0.12Open0.15Pre Close10 Volume214 Open Interest23.00Strike Price120.00Turnover16.98%IV4.14%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1791Delta0.3330Gamma296.00Leverage Ratio-0.0070Theta0.0017Rho53.03Eff Leverage0.0121Vega