1.21Open0.98Pre Close1 Volume53 Open Interest32.50Strike Price121.00Turnover20.18%IV0.85%PremiumDec 27, 2024Expiry Date0.93Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.9276Delta0.1894Gamma32.77Leverage Ratio-0.0146Theta0.0035Rho30.40Eff Leverage0.0050Vega