0.30Open0.23Pre Close4 Volume89 Open Interest2.50Strike Price120.00Turnover54.17%IV14.29%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier59DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5221Delta0.7450Gamma12.25Leverage Ratio-0.0020Theta0.0018Rho6.40Eff Leverage0.0039Vega