0.08Open0.11Pre Close15 Volume83 Open Interest205.00Strike Price120.00Turnover48.93%IV4.49%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0363Delta0.0145Gamma2681.88Leverage Ratio-0.2055Theta-0.0002Rho-97.26Eff Leverage0.0089Vega