0.40Open0.65Pre Close3 Volume93 Open Interest136.00Strike Price120.00Turnover8.75%IV1.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2596Delta0.1258Gamma335.05Leverage Ratio-0.0279Theta0.0166Rho86.99Eff Leverage0.0952Vega