0.30Open0.24Pre Close4 Volume655 Open Interest40.00Strike Price120.00Turnover43.64%IV8.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1285Delta0.0620Gamma193.33Leverage Ratio-0.0298Theta-0.0017Rho-24.84Eff Leverage0.0163Vega