0.60Open0.30Pre Close2 Volume571 Open Interest12.50Strike Price120.00Turnover13.72%IV0.38%PremiumDec 20, 2024Expiry Date0.55Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9151Delta0.3537Gamma21.75Leverage Ratio-0.0029Theta0.0068Rho19.90Eff Leverage0.0050Vega