0.15Open0.60Pre Close8 Volume1.32K Open Interest33.00Strike Price120.00Turnover61.36%IV9.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1468Delta0.0959Gamma172.86Leverage Ratio-0.0452Theta0.0007Rho25.37Eff Leverage0.0090Vega