0.35Open0.29Pre Close4 Volume313 Open Interest7.00Strike Price121.00Turnover34.67%IV3.41%PremiumJan 17, 2025Expiry Date0.04Intrinsic Value100Multiplier23DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5559Delta0.6424Gamma25.60Leverage Ratio-0.0057Theta0.0023Rho14.23Eff Leverage0.0070Vega