0.40Open0.14Pre Close3 Volume645 Open Interest25.00Strike Price120.00Turnover66.59%IV0.51%PremiumNov 15, 2024Expiry Date0.27Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7889Delta0.8792Gamma84.23Leverage Ratio-0.3462Theta0.0001Rho66.45Eff Leverage0.0014Vega