0.15Open0.10Pre Close8 Volume4.75K Open Interest25.00Strike Price120.00Turnover45.82%IV15.04%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0766Delta0.0416Gamma234.00Leverage Ratio-0.0099Theta-0.0014Rho-17.93Eff Leverage0.0108Vega