0.30Open0.35Pre Close4 Volume48 Open Interest28.00Strike Price120.00Turnover89.96%IV26.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0734Delta0.0166Gamma125.40Leverage Ratio-0.0256Theta-0.0017Rho-9.20Eff Leverage0.0129Vega