0.30Open0.40Pre Close4 Volume48 Open Interest29.00Strike Price120.00Turnover58.26%IV17.00%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1036Delta0.0346Gamma125.75Leverage Ratio-0.0187Theta-0.0024Rho-13.03Eff Leverage0.0161Vega