0.25Open0.20Pre Close4 Volume964 Open Interest38.00Strike Price120.00Turnover16.18%IV3.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3535Delta0.2481Gamma106.57Leverage Ratio-0.0140Theta0.0079Rho37.67Eff Leverage0.0344Vega