0.15Open0.15Pre Close8 Volume947 Open Interest170.00Strike Price120.00Turnover26.00%IV10.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0314Delta0.0059Gamma1268.27Leverage Ratio-0.0188Theta-0.0030Rho-39.88Eff Leverage0.0324Vega