0.60Open1.40Pre Close2 Volume554 Open Interest34.00Strike Price120.00Turnover29.55%IV0.44%PremiumDec 13, 2024Expiry Date0.45Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7386Delta0.4436Gamma59.91Leverage Ratio-0.0717Theta0.0013Rho44.25Eff Leverage0.0081Vega