0.06Open0.11Pre Close20 Volume1.06K Open Interest7.50Strike Price120.00Turnover245.46%IV92.86%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1071Delta0.1064Gamma52.27Leverage Ratio-0.0132Theta0.0001Rho5.60Eff Leverage0.0013Vega