0.24Open0.40Pre Close5 Volume797 Open Interest35.00Strike Price120.00Turnover183.64%IV4.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.1583Delta0.1636Gamma292.00Leverage Ratio-1.0019Theta0.0000Rho-46.22Eff Leverage0.0019Vega