0.20Open0.20Pre Close6 Volume1.31K Open Interest80.00Strike Price120.00Turnover19.17%IV5.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1232Delta0.0609Gamma378.80Leverage Ratio-0.0185Theta0.0048Rho46.65Eff Leverage0.0355Vega