0.06Open0.10Pre Close20 Volume608 Open Interest4.00Strike Price120.00Turnover161.72%IV62.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1670Delta0.2498Gamma33.33Leverage Ratio-0.0056Theta0.0002Rho5.57Eff Leverage0.0015Vega