1.20Open0.97Pre Close1 Volume415 Open Interest10.00Strike Price120.00Turnover42.92%IV2.60%PremiumDec 20, 2024Expiry Date0.97Intrinsic Value100Multiplier30DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.7822Delta0.2782Gamma8.21Leverage Ratio-0.0047Theta-0.0049Rho-6.42Eff Leverage0.0076Vega