0.30Open0.06Pre Close4 Volume221 Open Interest42.00Strike Price120.00Turnover24.20%IV1.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3022Delta0.3400Gamma212.50Leverage Ratio-0.0507Theta-0.0012Rho-64.22Eff Leverage0.0148Vega