0.50Open0.80Pre Close7 Volume256 Open Interest21.50Strike Price120.00Turnover65.44%IV4.33%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1058Delta0.2352Gamma560.81Leverage Ratio-0.0400Theta-0.0001Rho-59.36Eff Leverage0.0022Vega