1.20Open0.97Pre Close1 Volume415 Open Interest10.00Strike Price120.00Turnover45.83%IV3.46%PremiumDec 20, 2024Expiry Date0.89Intrinsic Value100Multiplier30DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.7559Delta0.2732Gamma9.12Leverage Ratio-0.0055Theta-0.0050Rho-6.89Eff Leverage0.0081Vega