0.60Open0.75Pre Close2 Volume163 Open Interest12.50Strike Price120.00Turnover77.26%IV4.03%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.5088Delta0.3177Gamma22.55Leverage Ratio-0.0409Theta-0.0011Rho-11.47Eff Leverage0.0065Vega