1.20Open0.89Pre Close1 Volume445 Open Interest20.00Strike Price120.00Turnover50.23%IV2.56%PremiumDec 20, 2024Expiry Date0.67Intrinsic Value100Multiplier27DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.6298Delta0.1321Gamma13.55Leverage Ratio-0.0211Theta0.0087Rho8.54Eff Leverage0.0215Vega