0.12Open0.23Pre Close10 Volume183 Open Interest7.00Strike Price120.00Turnover85.59%IV0.43%PremiumDec 13, 2024Expiry Date0.09Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6343Delta1.5275Gamma46.07Leverage Ratio-0.0743Theta-0.0001Rho-29.22Eff Leverage0.0011Vega