0.05Open0.05Pre Close28 Volume758 Open Interest27.00Strike Price120.00Turnover19.12%IV8.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0463Delta0.0632Gamma978.33Leverage Ratio-0.0026Theta-0.0009Rho-45.29Eff Leverage0.0078Vega