0.60Open1.00Pre Close2 Volume3 Open Interest5.00Strike Price120.00Turnover206.70%IV3.90%PremiumSep 20, 2024Expiry Date0.39Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6949Delta0.3617Gamma8.98Leverage Ratio-0.0674Theta0.0002Rho6.24Eff Leverage0.0016Vega