0.40Open0.25Pre Close3 Volume571 Open Interest17.50Strike Price120.00Turnover45.97%IV1.27%PremiumDec 20, 2024Expiry Date0.18Intrinsic Value100Multiplier7DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.5484Delta0.3645Gamma32.99Leverage Ratio-0.0317Theta-0.0017Rho-18.09Eff Leverage0.0094Vega