0.03Open0.38Pre Close58 Volume625 Open Interest83.50Strike Price120.00Turnover51.69%IV5.90%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0242Delta0.0256Gamma3943.50Leverage Ratio-0.0200Theta0.0001Rho95.28Eff Leverage0.0024Vega