0.30Open0.56Pre Close4 Volume1.89K Open Interest2.00Strike Price120.00Turnover200.84%IV6.73%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier9DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6928Delta0.4931Gamma6.63Leverage Ratio-0.0140Theta0.0003Rho4.59Eff Leverage0.0012Vega