1.21Open1.10Pre Close1 Volume242 Open Interest17.50Strike Price121.00Turnover46.69%IV3.83%PremiumDec 20, 2024Expiry Date0.52Intrinsic Value100Multiplier24DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.6380Delta0.1725Gamma15.02Leverage Ratio-0.0182Theta0.0068Rho9.58Eff Leverage0.0174Vega