0.10Open0.20Pre Close12 Volume260 Open Interest545.00Strike Price120.00Turnover22.11%IV2.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0333Delta0.0097Gamma5586.40Leverage Ratio-0.0997Theta-0.0006Rho-185.94Eff Leverage0.0255Vega