0.30Open0.55Pre Close4 Volume136 Open Interest48.00Strike Price120.00Turnover27.26%IV0.60%PremiumDec 27, 2024Expiry Date0.01Intrinsic Value100Multiplier0DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.5056Delta0.9309Gamma274.23Leverage Ratio-0.2210Theta-0.0002Rho-138.64Eff Leverage0.0063Vega