0.60Open0.66Pre Close2 Volume11 Open Interest39.00Strike Price120.00Turnover52.48%IV7.45%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.2820Delta0.0649Gamma42.55Leverage Ratio-0.0409Theta-0.0066Rho-12.00Eff Leverage0.0335Vega