0.01Open0.01Pre Close80 Volume27 Open Interest63.00Strike Price120.00Turnover48.32%IV11.33%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0111Delta0.0109Gamma5660.00Leverage Ratio-0.0078Theta0.0001Rho62.84Eff Leverage0.0016Vega