0.40Open0.55Pre Close3 Volume283 Open Interest17.50Strike Price120.00Turnover74.47%IV10.15%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2943Delta0.1714Gamma46.43Leverage Ratio-0.0353Theta0.0012Rho13.66Eff Leverage0.0093Vega