0.40Open0.25Pre Close3 Volume571 Open Interest17.50Strike Price120.00Turnover47.71%IV1.27%PremiumDec 20, 2024Expiry Date0.18Intrinsic Value100Multiplier6DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.5488Delta0.3648Gamma32.99Leverage Ratio-0.0344Theta-0.0016Rho-18.11Eff Leverage0.0090Vega