1.20Open1.00Pre Close1 Volume2 Open Interest37.00Strike Price120.00Turnover29.17%IV0.10%PremiumJan 17, 2025Expiry Date1.16Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7421Delta0.1639Gamma25.02Leverage Ratio-0.0314Theta0.0084Rho18.57Eff Leverage0.0218Vega