0.60Open0.77Pre Close2 Volume292 Open Interest26.00Strike Price120.00Turnover51.58%IV2.38%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4736Delta0.1717Gamma28.91Leverage Ratio-0.0418Theta-0.0036Rho-13.69Eff Leverage0.0179Vega