0.40Open0.63Pre Close3 Volume1 Open Interest127.50Strike Price120.00Turnover65.53%IV2.85%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2209Delta0.0639Gamma209.33Leverage Ratio-0.5994Theta-0.0008Rho-46.24Eff Leverage0.0210Vega