0.55Open0.50Pre Close2 Volume99 Open Interest160.00Strike Price120.00Turnover17.10%IV4.03%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.2216Delta0.0464Gamma193.03Leverage Ratio-0.0489Theta0.0197Rho42.78Eff Leverage0.1113Vega