0.25Open0.25Pre Close5 Volume160 Open Interest4.50Strike Price121.00Turnover92.23%IV16.75%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.3950Delta0.3757Gamma16.24Leverage Ratio-0.0075Theta0.0010Rho6.41Eff Leverage0.0043Vega