0.40Open0.63Pre Close3 Volume1 Open Interest127.50Strike Price120.00Turnover64.44%IV3.62%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1572Delta0.0503Gamma277.62Leverage Ratio-0.3984Theta-0.0006Rho-43.64Eff Leverage0.0178Vega