0.28Open0.50Pre Close23 Volume135 Open Interest69.00Strike Price120.00Turnover35.95%IV3.49%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0636Delta0.0855Gamma1667.75Leverage Ratio-0.0397Theta0.0002Rho106.05Eff Leverage0.0051Vega