0.08Open0.08Pre Close15 Volume166 Open Interest9.00Strike Price120.00Turnover45.68%IV15.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1543Delta0.2412Gamma104.40Leverage Ratio-0.0044Theta0.0009Rho16.11Eff Leverage0.0051Vega