0.01Open0.03Pre Close50 Volume654 Open Interest167.50Strike Price120.00Turnover22.11%IV3.34%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0124Delta0.0137Gamma16210.00Leverage Ratio-0.0100Theta0.0001Rho200.27Eff Leverage0.0034Vega