0.25Open0.20Pre Close4 Volume964 Open Interest38.00Strike Price120.00Turnover15.96%IV3.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3538Delta0.2486Gamma106.57Leverage Ratio-0.0137Theta0.0081Rho37.71Eff Leverage0.0348Vega