1.20Open1.10Pre Close1 Volume248 Open Interest20.00Strike Price120.00Turnover48.53%IV1.83%PremiumDec 20, 2024Expiry Date0.85Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.6008Delta0.1584Gamma13.21Leverage Ratio-0.0174Theta-0.0077Rho-7.93Eff Leverage0.0196Vega