1.20Open1.75Pre Close1 Volume115 Open Interest17.50Strike Price120.00Turnover63.67%IV2.57%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier24DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.5696Delta0.1428Gamma10.97Leverage Ratio-0.0211Theta-0.0065Rho-6.25Eff Leverage0.0171Vega