1.20Open0.85Pre Close1 Volume223 Open Interest70.00Strike Price120.00Turnover34.53%IV1.25%PremiumJan 17, 2025Expiry Date0.33Intrinsic Value100Multiplier4DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.5381Delta0.1524Gamma58.06Leverage Ratio-0.1241Theta-0.0042Rho-31.24Eff Leverage0.0300Vega