4.00Open3.60Pre Close3 Volume6 Open Interest115.00Strike Price1.20KTurnover22.48%IV1.47%PremiumDec 27, 2024Expiry Date2.28Intrinsic Value100Multiplier4DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type0.7968Delta0.0996Gamma43.04Leverage Ratio-0.1077Theta0.0105Rho34.29Eff Leverage0.0356Vega