0.40Open0.37Pre Close3 Volume55 Open Interest12.00Strike Price120.00Turnover73.58%IV3.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4992Delta0.4022Gamma31.87Leverage Ratio-0.0458Theta0.0007Rho15.91Eff Leverage0.0054Vega