0.06Open0.07Pre Close20 Volume107 Open Interest32.50Strike Price120.00Turnover106.57%IV42.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0109Delta0.0019Gamma948.17Leverage Ratio-0.0093Theta-0.0003Rho-10.32Eff Leverage0.0040Vega