0.20Open0.35Pre Close14 Volume21 Open Interest48.50Strike Price120.00Turnover129.81%IV0.14%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.4995Delta3.1811Gamma970.40Leverage Ratio-17.7336Theta0.0000Rho-484.68Eff Leverage0.0004Vega