9.30Open7.77Pre Close124 Volume550 Open Interest90.00Strike Price120.88KTurnover36.84%IV1.07%PremiumDec 20, 2024Expiry Date8.40Intrinsic Value100Multiplier24DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.8452Delta0.0254Gamma10.41Leverage Ratio-0.0546Theta0.0491Rho8.80Eff Leverage0.0605Vega