1.20Open0.75Pre Close1 Volume470 Open Interest10.00Strike Price120.00Turnover90.12%IV0.34%PremiumDec 20, 2024Expiry Date1.17Intrinsic Value100Multiplier14DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7255Delta0.2124Gamma6.31Leverage Ratio-0.0176Theta-0.0026Rho-4.58Eff Leverage0.0058Vega