0.10Open0.03Pre Close22 Volume218 Open Interest22.50Strike Price120.00Turnover46.02%IV3.02%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1651Delta0.4297Gamma437.80Leverage Ratio-0.0494Theta0.0001Rho72.28Eff Leverage0.0031Vega