0.10Open0.16Pre Close12 Volume43 Open Interest104.00Strike Price120.00Turnover56.77%IV9.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0353Delta0.0123Gamma1273.89Leverage Ratio-0.0585Theta-0.0004Rho-44.98Eff Leverage0.0086Vega