0.05Open0.05Pre Close32 Volume1.58K Open Interest25.50Strike Price120.00Turnover47.87%IV8.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.0984Gamma944.00Leverage Ratio-0.0149Theta0.0001Rho50.96Eff Leverage0.0026Vega