0.05Open0.06Pre Close24 Volume54 Open Interest85.00Strike Price120.00Turnover70.48%IV16.78%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0244Delta0.0103Gamma1456.60Leverage Ratio-0.0303Theta0.0002Rho35.54Eff Leverage0.0045Vega