0.55Open0.45Pre Close2 Volume228 Open Interest28.00Strike Price120.00Turnover29.91%IV1.70%PremiumJan 17, 2025Expiry Date0.17Intrinsic Value100Multiplier12DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.5653Delta0.2548Gamma38.86Leverage Ratio-0.0271Theta0.0051Rho21.97Eff Leverage0.0203Vega