0.40Open0.30Pre Close3 Volume48 Open Interest7.50Strike Price120.00Turnover100.92%IV4.50%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier28DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5713Delta0.1866Gamma8.64Leverage Ratio-0.0154Theta0.0026Rho4.94Eff Leverage0.0082Vega