0.12Open0.45Pre Close10 Volume22 Open Interest40.00Strike Price120.00Turnover57.67%IV12.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1563Delta0.0364Gamma79.43Leverage Ratio-0.0338Theta-0.0044Rho-12.41Eff Leverage0.0273Vega