0.30Open0.55Pre Close4 Volume136 Open Interest48.00Strike Price120.00Turnover25.70%IV0.60%PremiumDec 27, 2024Expiry Date0.01Intrinsic Value100Multiplier0DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.5053Delta0.9302Gamma274.23Leverage Ratio-0.1961Theta-0.0003Rho-138.57Eff Leverage0.0067Vega