0.08Open1.05Pre Close15 Volume29 Open Interest124.00Strike Price120.00Turnover39.46%IV3.55%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0639Delta0.0461Gamma1597.73Leverage Ratio-0.0750Theta0.0003Rho102.17Eff Leverage0.0086Vega