0.24Open0.20Pre Close5 Volume106 Open Interest70.00Strike Price120.00Turnover16.38%IV4.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.1666Delta0.0905Gamma279.56Leverage Ratio-0.0164Theta0.0069Rho46.57Eff Leverage0.0420Vega