0.15Open0.30Pre Close8 Volume29 Open Interest106.00Strike Price120.00Turnover227.07%IV17.80%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0450Delta0.0113Gamma600.73Leverage Ratio-0.6130Theta0.0001Rho27.02Eff Leverage0.0035Vega