0.40Open1.85Pre Close3 Volume7 Open Interest420.00Strike Price120.00Turnover66.68%IV11.84%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0308Delta0.0021Gamma1189.90Leverage Ratio-0.2438Theta-0.0015Rho-36.68Eff Leverage0.0340Vega