0.50Open0.80Pre Close7 Volume256 Open Interest21.50Strike Price120.00Turnover86.17%IV4.45%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1042Delta0.2282Gamma561.50Leverage Ratio-0.1151Theta0.0000Rho-58.51Eff Leverage0.0017Vega