0.03Open0.01Pre Close40 Volume77 Open Interest0.50Strike Price120.00Turnover266.95%IV72.08%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.3226Delta1.8662Gamma10.27Leverage Ratio-0.0017Theta0.0000Rho3.31Eff Leverage0.0003Vega