11.52Open12.05Pre Close105 Volume112 Open Interest20.00Strike Price120.91KTurnover370.16%IV20.32%PremiumJan 17, 2025Expiry Date8.88Intrinsic Value100Multiplier24DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5533Delta0.0373Gamma1.01Leverage Ratio-0.0854Theta-0.0094Rho-0.56Eff Leverage0.0114Vega