0.40Open0.55Pre Close3 Volume36 Open Interest370.00Strike Price120.00Turnover32.38%IV14.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0253Delta0.0017Gamma1233.43Leverage Ratio-0.0423Theta-0.0061Rho-31.22Eff Leverage0.0645Vega