0.15Open0.50Pre Close8 Volume146 Open Interest10.00Strike Price120.00Turnover52.87%IV17.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2092Delta0.2106Gamma57.73Leverage Ratio-0.0063Theta0.0015Rho12.08Eff Leverage0.0074Vega