0.60Open0.55Pre Close2 Volume45 Open Interest39.00Strike Price120.00Turnover72.75%IV12.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2862Delta0.0606Gamma37.96Leverage Ratio-0.0557Theta0.0044Rho10.86Eff Leverage0.0262Vega