0.40Open0.45Pre Close3 Volume72 Open Interest7.50Strike Price120.00Turnover51.51%IV2.61%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier19DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.5673Delta0.4648Gamma16.20Leverage Ratio-0.0086Theta-0.0021Rho-9.19Eff Leverage0.0065Vega