0.24Open0.60Pre Close5 Volume2 Open Interest87.50Strike Price120.00Turnover31.57%IV9.48%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.1023Delta0.0338Gamma320.56Leverage Ratio-0.0302Theta0.0035Rho32.79Eff Leverage0.0298Vega