0.10Open0.15Pre Close12 Volume555 Open Interest28.00Strike Price120.00Turnover413.70%IV64.38%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0542Delta0.0228Gamma170.95Leverage Ratio-0.0961Theta0.0000Rho9.27Eff Leverage0.0013Vega