0.10Open0.22Pre Close15 Volume423 Open Interest100.00Strike Price120.00Turnover34.01%IV11.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0253Delta0.0083Gamma1610.86Leverage Ratio-0.0155Theta-0.0009Rho-40.81Eff Leverage0.0124Vega