0.75Open0.61Pre Close2 Volume802 Open Interest7.50Strike Price120.00Turnover159.05%IV31.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3635Delta0.1610Gamma12.76Leverage Ratio-0.0210Theta0.0010Rho4.64Eff Leverage0.0055Vega