1.20Open1.22Pre Close1 Volume97 Open Interest1.00Strike Price120.00Turnover886.15%IV3.04%PremiumNov 29, 2024Expiry Date1.14Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9267Delta0.0953Gamma1.78Leverage Ratio-0.0443Theta0.0000Rho1.65Eff Leverage0.0002Vega