0.40Open0.75Pre Close3 Volume367 Open Interest35.00Strike Price120.00Turnover71.98%IV24.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1561Delta0.0450Gamma70.93Leverage Ratio-0.0261Theta0.0027Rho11.07Eff Leverage0.0177Vega