0.40Open0.40Pre Close3 Volume0 Open Interest22.50Strike Price120.00Turnover56.03%IV17.23%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2286Delta0.0927Gamma48.84Leverage Ratio-0.0157Theta0.0036Rho11.16Eff Leverage0.0176Vega