0.40Open0.55Pre Close3 Volume283 Open Interest17.50Strike Price120.00Turnover72.20%IV8.09%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3292Delta0.1837Gamma36.80Leverage Ratio-0.0368Theta0.0014Rho12.12Eff Leverage0.0099Vega