0.15Open0.46Pre Close10 Volume356 Open Interest80.00Strike Price120.00Turnover103.98%IV29.73%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0108Delta0.0016Gamma1624.86Leverage Ratio-0.0265Theta-0.0003Rho-17.48Eff Leverage0.0049Vega