0.15Open0.15Pre Close8 Volume135 Open Interest0.50Strike Price120.00Turnover1527.44%IV7.16%PremiumNov 29, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6736Delta2.2516Gamma2.52Leverage Ratio-0.1042Theta0.0000Rho-1.70Eff Leverage0.0000Vega