0.17Open0.28Pre Close7 Volume663 Open Interest75.00Strike Price120.00Turnover26.69%IV10.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0753Delta0.0311Gamma451.53Leverage Ratio-0.0143Theta0.0032Rho33.99Eff Leverage0.0243Vega