0.60Open0.50Pre Close2 Volume13 Open Interest2.50Strike Price120.00Turnover161.01%IV6.53%PremiumNov 15, 2024Expiry Date0.41Intrinsic Value100Multiplier15DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.7355Delta0.3395Gamma4.85Leverage Ratio-0.0105Theta0.0007Rho3.57Eff Leverage0.0020Vega