0.15Open0.35Pre Close8 Volume1.18K Open Interest22.50Strike Price120.00Turnover94.51%IV24.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0830Delta0.0544Gamma181.30Leverage Ratio-0.0207Theta0.0004Rho15.05Eff Leverage0.0045Vega