0.10Open0.17Pre Close12 Volume930 Open Interest17.50Strike Price120.00Turnover39.52%IV11.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1046Delta0.0946Gamma196.40Leverage Ratio-0.0075Theta-0.0012Rho-20.54Eff Leverage0.0088Vega