0.60Open0.35Pre Close2 Volume351 Open Interest42.00Strike Price120.00Turnover40.96%IV3.14%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3461Delta0.2395Gamma118.01Leverage Ratio-0.1032Theta0.0012Rho40.85Eff Leverage0.0139Vega