1.20Open1.04Pre Close1 Volume11 Open Interest13.00Strike Price120.00Turnover2140.14%IV1.50%PremiumNov 29, 2024Expiry Date1.02Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9423Delta0.1862Gamma11.41Leverage Ratio-16.0288Theta0.0000Rho-10.75Eff Leverage0.0000Vega