0.25Open0.20Pre Close4 Volume964 Open Interest38.00Strike Price120.00Turnover15.77%IV3.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3542Delta0.2490Gamma106.57Leverage Ratio-0.0134Theta0.0083Rho37.74Eff Leverage0.0352Vega