0.10Open0.06Pre Close20 Volume17 Open Interest3.00Strike Price120.00Turnover163.30%IV89.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0811Delta0.2384Gamma79.50Leverage Ratio-0.0022Theta0.0001Rho6.45Eff Leverage0.0006Vega