1.20Open1.47Pre Close1 Volume26 Open Interest34.50Strike Price120.00Turnover174.06%IV1.13%PremiumJan 10, 2025Expiry Date0.80Intrinsic Value100Multiplier0DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.6786Delta0.1934Gamma48.69Leverage Ratio-1.0239Theta0.0002Rho33.04Eff Leverage0.0038Vega