0.10Open0.10Pre Close12 Volume500 Open Interest62.50Strike Price120.00Turnover26.02%IV10.50%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0770Delta0.0390Gamma453.20Leverage Ratio-0.0120Theta0.0027Rho34.91Eff Leverage0.0205Vega