0.15Open0.35Pre Close8 Volume1.18K Open Interest22.50Strike Price120.00Turnover87.35%IV22.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1031Delta0.0665Gamma148.00Leverage Ratio-0.0234Theta0.0005Rho15.26Eff Leverage0.0055Vega