0.20Open0.16Pre Close6 Volume2.04K Open Interest18.00Strike Price120.00Turnover33.29%IV9.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2323Delta0.1978Gamma95.17Leverage Ratio-0.0088Theta0.0028Rho22.11Eff Leverage0.0142Vega