0.05Open0.05Pre Close24 Volume511 Open Interest130.00Strike Price120.00Turnover130.80%IV24.20%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0144Delta0.0036Gamma2094.20Leverage Ratio-0.0483Theta0.0001Rho30.20Eff Leverage0.0028Vega