0.05Open0.05Pre Close24 Volume0 Open Interest31.00Strike Price120.00Turnover83.04%IV40.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0106Delta0.0022Gamma1048.10Leverage Ratio-0.0055Theta-0.0004Rho-11.11Eff Leverage0.0043Vega