0.60Open0.41Pre Close2 Volume166 Open Interest30.00Strike Price120.00Turnover30.95%IV4.01%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.4212Delta0.1846Gamma47.07Leverage Ratio-0.0228Theta0.0064Rho19.83Eff Leverage0.0268Vega