0.24Open0.12Pre Close5 Volume41 Open Interest114.00Strike Price120.00Turnover24.13%IV2.31%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.1070Delta0.0908Gamma1109.05Leverage Ratio-0.0843Theta-0.0006Rho-118.63Eff Leverage0.0155Vega