0.02Open0.07Pre Close80 Volume2 Open Interest49.50Strike Price120.00Turnover111.17%IV10.83%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0104Delta0.0099Gamma5550.00Leverage Ratio-0.0462Theta0.0000Rho-57.75Eff Leverage0.0007Vega