0.10Open0.35Pre Close12 Volume76 Open Interest16.00Strike Price120.00Turnover81.81%IV14.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0957Delta0.0801Gamma185.90Leverage Ratio-0.0243Theta-0.0003Rho-17.79Eff Leverage0.0044Vega