0.08Open0.11Pre Close15 Volume83 Open Interest205.00Strike Price120.00Turnover66.53%IV4.49%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0363Delta0.0145Gamma2681.88Leverage Ratio-0.3811Theta-0.0001Rho-97.35Eff Leverage0.0066Vega