0.23Open0.20Pre Close5 Volume13 Open Interest105.00Strike Price120.00Turnover43.12%IV21.51%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.0512Delta0.0108Gamma433.15Leverage Ratio-0.0208Theta0.0029Rho22.17Eff Leverage0.0237Vega