0.06Open0.17Pre Close19 Volume5 Open Interest182.50Strike Price120.00Turnover59.67%IV11.11%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0282Delta0.0049Gamma1415.41Leverage Ratio-0.0847Theta-0.0006Rho-39.94Eff Leverage0.0142Vega