0.40Open4.25Pre Close3 Volume15 Open Interest825.00Strike Price120.00Turnover42.55%IV4.60%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1203Delta0.0057Gamma406.77Leverage Ratio-1.0033Theta-0.0092Rho-48.93Eff Leverage0.1660Vega