0.24Open0.10Pre Close5 Volume61 Open Interest27.50Strike Price120.00Turnover208.04%IV11.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.1352Delta0.0650Gamma128.38Leverage Ratio-0.3638Theta-0.0001Rho-17.36Eff Leverage0.0035Vega