0.05Open0.10Pre Close22 Volume2.93K Open Interest18.00Strike Price120.00Turnover75.30%IV9.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1535Delta0.1829Gamma165.60Leverage Ratio-0.0385Theta0.0003Rho25.42Eff Leverage0.0041Vega