0.40Open0.63Pre Close3 Volume1 Open Interest127.50Strike Price120.00Turnover65.44%IV3.54%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1550Delta0.0490Gamma277.40Leverage Ratio-0.3984Theta-0.0006Rho-43.00Eff Leverage0.0177Vega