0.20Open0.95Pre Close6 Volume2 Open Interest5.00Strike Price120.00Turnover27.84%IV1.64%PremiumJan 17, 2025Expiry Date0.12Intrinsic Value100Multiplier24DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6099Delta1.1316Gamma24.40Leverage Ratio-0.0025Theta-0.0017Rho-14.88Eff Leverage0.0048Vega