0.06Open0.11Pre Close20 Volume192 Open Interest30.00Strike Price120.00Turnover74.71%IV31.06%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0222Delta0.0062Gamma579.07Leverage Ratio-0.0087Theta-0.0006Rho-12.86Eff Leverage0.0060Vega