1.20Open1.45Pre Close1 Volume7 Open Interest20.00Strike Price120.00Turnover33.44%IV2.61%PremiumDec 20, 2024Expiry Date0.66Intrinsic Value100Multiplier30DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6637Delta0.1832Gamma17.22Leverage Ratio-0.0136Theta0.0104Rho11.43Eff Leverage0.0217Vega