0.30Open0.18Pre Close4 Volume462 Open Interest14.00Strike Price120.00Turnover47.92%IV12.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2905Delta0.1940Gamma42.40Leverage Ratio-0.0105Theta0.0028Rho12.32Eff Leverage0.0126Vega