0.12Open0.17Pre Close10 Volume44 Open Interest84.00Strike Price120.00Turnover11.81%IV0.26%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.4099Delta0.9541Gamma699.17Leverage Ratio-0.1356Theta0.0006Rho286.61Eff Leverage0.0134Vega