6.97Open6.02Pre Close166 Volume41 Open Interest231.00Strike Price120.53KTurnover986.86%IV0.31%PremiumDec 11, 2024Expiry Date6.77Intrinsic Value100Multiplier0DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.9533Delta0.0237Gamma34.74Leverage Ratio-170.5796Theta0.0000Rho33.11Eff Leverage0.0004Vega