0.05Open0.05Pre Close24 Volume271 Open Interest2.50Strike Price120.00Turnover141.16%IV30.10%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2025Delta0.5706Gamma39.20Leverage Ratio-0.0060Theta0.0001Rho7.94Eff Leverage0.0010Vega