0.03Open0.03Pre Close58 Volume1.40K Open Interest13.00Strike Price120.00Turnover135.56%IV27.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0523Delta0.0744Gamma341.67Leverage Ratio-0.0170Theta0.0001Rho17.86Eff Leverage0.0011Vega