0.01Open0.05Pre Close36 Volume32 Open Interest38.50Strike Price120.00Turnover71.10%IV14.18%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0126Gamma2242.00Leverage Ratio-0.0135Theta-0.0001Rho-37.21Eff Leverage0.0019Vega