0.30Open0.50Pre Close4 Volume51 Open Interest17.50Strike Price120.00Turnover116.20%IV19.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1934Delta0.0451Gamma28.59Leverage Ratio-0.0380Theta-0.0027Rho-5.53Eff Leverage0.0144Vega