0.05Open0.40Pre Close24 Volume12 Open Interest19.00Strike Price120.00Turnover438.12%IV66.12%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0052Delta0.0006Gamma1118.80Leverage Ratio-0.0351Theta0.0000Rho-5.84Eff Leverage0.0009Vega