0.60Open1.20Pre Close2 Volume108 Open Interest47.50Strike Price120.00Turnover25.55%IV5.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.2205Delta0.0865Gamma110.73Leverage Ratio-0.0180Theta-0.0074Rho-24.42Eff Leverage0.0398Vega