0.60Open0.68Pre Close2 Volume221 Open Interest82.50Strike Price120.00Turnover27.04%IV7.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.1689Delta0.0553Gamma194.05Leverage Ratio-0.0349Theta0.0060Rho32.77Eff Leverage0.0425Vega