0.12Open0.15Pre Close10 Volume83 Open Interest1.50Strike Price120.00Turnover75.11%IV3.50%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.5534Delta1.4197Gamma9.53Leverage Ratio-0.0022Theta-0.0006Rho-5.28Eff Leverage0.0015Vega