0.06Open0.10Pre Close20 Volume16 Open Interest220.00Strike Price120.00Turnover24.69%IV15.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0124Delta0.0027Gamma3806.60Leverage Ratio-0.0080Theta0.0015Rho47.11Eff Leverage0.0155Vega