0.06Open0.07Pre Close31 Volume224 Open Interest7.00Strike Price121.00Turnover161.87%IV24.07%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0445Delta0.0609Gamma306.00Leverage Ratio-0.0162Theta0.0000Rho-13.62Eff Leverage0.0009Vega