0.60Open0.92Pre Close2 Volume139 Open Interest170.00Strike Price120.00Turnover17.56%IV4.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2033Delta0.0395Gamma204.15Leverage Ratio-0.0483Theta0.0202Rho41.50Eff Leverage0.1153Vega