0.60Open0.40Pre Close2 Volume10 Open Interest7.50Strike Price120.00Turnover55.54%IV2.13%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6779Delta0.4411Gamma11.75Leverage Ratio-0.0087Theta-0.0020Rho-7.97Eff Leverage0.0053Vega