0.60Open0.70Pre Close2 Volume54 Open Interest14.00Strike Price120.00Turnover124.68%IV3.80%PremiumSep 20, 2024Expiry Date0.07Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.4947Delta0.2585Gamma21.43Leverage Ratio-0.1172Theta-0.0006Rho-10.60Eff Leverage0.0049Vega