0.01Open0.04Pre Close8 Volume2 Open Interest92.00Strike Price120.00Turnover89.83%IV9.36%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.0766Delta0.0285Gamma495.76Leverage Ratio-0.1598Theta0.0003Rho37.98Eff Leverage0.0081Vega