0.06Open0.03Pre Close15 Volume331 Open Interest35.00Strike Price121.00Turnover221.39%IV19.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0965Delta0.0461Gamma184.19Leverage Ratio-0.1599Theta0.0001Rho17.78Eff Leverage0.0029Vega