0.15Open0.35Pre Close8 Volume1.18K Open Interest22.50Strike Price120.00Turnover88.17%IV24.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0862Delta0.0588Gamma182.15Leverage Ratio-0.0203Theta0.0004Rho15.70Eff Leverage0.0048Vega