0.40Open0.75Pre Close3 Volume367 Open Interest35.00Strike Price120.00Turnover74.33%IV27.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1531Delta0.0433Gamma69.63Leverage Ratio-0.0262Theta0.0027Rho10.66Eff Leverage0.0174Vega