0.15Open1.43Pre Close8 Volume17 Open Interest342.50Strike Price120.00Turnover102.29%IV16.55%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0750Delta0.0047Gamma303.09Leverage Ratio-0.5253Theta0.0021Rho22.74Eff Leverage0.0416Vega