0.30Open0.45Pre Close4 Volume366 Open Interest10.00Strike Price120.00Turnover119.30%IV16.25%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2912Delta0.2075Gamma32.22Leverage Ratio-0.0326Theta0.0006Rho9.38Eff Leverage0.0047Vega