0.05Open0.03Pre Close20 Volume46 Open Interest2.50Strike Price120.00Turnover131.74%IV23.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1479Delta0.2842Gamma45.14Leverage Ratio-0.0067Theta-0.0002Rho-6.68Eff Leverage0.0014Vega