1.20Open0.90Pre Close1 Volume132 Open Interest25.50Strike Price120.00Turnover50.96%IV0.91%PremiumDec 6, 2024Expiry Date0.96Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.7754Delta0.2075Gamma22.52Leverage Ratio-0.0558Theta0.0022Rho17.46Eff Leverage0.0085Vega