0.40Open0.48Pre Close3 Volume429 Open Interest17.50Strike Price120.00Turnover39.26%IV6.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3656Delta0.2386Gamma44.88Leverage Ratio-0.0151Theta0.0033Rho16.41Eff Leverage0.0151Vega