0.15Open0.10Pre Close8 Volume4.75K Open Interest25.00Strike Price120.00Turnover45.88%IV14.16%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0906Delta0.0481Gamma193.00Leverage Ratio-0.0112Theta-0.0016Rho-17.49Eff Leverage0.0121Vega