0.30Open1.00Pre Close4 Volume13 Open Interest12.50Strike Price120.00Turnover86.53%IV8.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3463Delta0.2682Gamma39.50Leverage Ratio-0.0403Theta0.0007Rho13.68Eff Leverage0.0059Vega