0.60Open0.60Pre Close2 Volume6 Open Interest2.50Strike Price120.00Turnover102.54%IV2.56%PremiumNov 15, 2024Expiry Date0.55Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7870Delta0.5699Gamma3.25Leverage Ratio-0.0029Theta-0.0011Rho-2.56Eff Leverage0.0015Vega