1.20Open1.20Pre Close1 Volume15 Open Interest37.50Strike Price120.00Turnover70.49%IV8.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.3827Delta0.0846Gamma31.80Leverage Ratio-0.0766Theta0.0040Rho12.17Eff Leverage0.0244Vega