0.40Open0.60Pre Close3 Volume929 Open Interest21.00Strike Price120.00Turnover84.19%IV15.18%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2471Delta0.1074Gamma46.45Leverage Ratio-0.0368Theta0.0015Rho11.48Eff Leverage0.0110Vega