0.40Open0.80Pre Close3 Volume13 Open Interest29.00Strike Price120.00Turnover48.65%IV9.05%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2570Delta0.1186Gamma67.40Leverage Ratio-0.0290Theta0.0028Rho17.32Eff Leverage0.0180Vega