0.40Open0.37Pre Close3 Volume55 Open Interest12.00Strike Price120.00Turnover61.61%IV3.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5002Delta0.4035Gamma31.87Leverage Ratio-0.0319Theta0.0010Rho15.94Eff Leverage0.0064Vega