0.24Open0.52Pre Close5 Volume329 Open Interest31.00Strike Price120.00Turnover39.25%IV3.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.3101Delta0.2280Gamma100.53Leverage Ratio-0.0461Theta0.0015Rho31.17Eff Leverage0.0139Vega