1.20Open1.00Pre Close1 Volume1.06K Open Interest110.00Strike Price120.00Turnover21.54%IV2.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.4068Delta0.0944Gamma96.62Leverage Ratio-0.0776Theta0.0133Rho39.30Eff Leverage0.0740Vega