0.04Open0.05Pre Close31 Volume151 Open Interest144.00Strike Price120.00Turnover46.68%IV4.98%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0326Delta0.0205Gamma3049.11Leverage Ratio-0.0450Theta0.0001Rho99.33Eff Leverage0.0056Vega