0.30Open0.05Pre Close4 Volume80 Open Interest22.00Strike Price120.00Turnover54.78%IV13.89%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2150Delta0.1121Gamma65.27Leverage Ratio-0.0182Theta0.0023Rho14.03Eff Leverage0.0139Vega