0.40Open0.63Pre Close3 Volume1 Open Interest127.50Strike Price120.00Turnover66.60%IV3.65%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1529Delta0.0478Gamma293.13Leverage Ratio-0.3987Theta-0.0006Rho-44.82Eff Leverage0.0175Vega