0.10Open0.11Pre Close12 Volume187 Open Interest27.00Strike Price120.00Turnover107.28%IV47.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0599Delta0.0281Gamma183.30Leverage Ratio-0.0146Theta0.0005Rho10.97Eff Leverage0.0047Vega