0.30Open0.53Pre Close4 Volume95 Open Interest58.00Strike Price120.00Turnover32.73%IV2.92%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2213Delta0.1653Gamma251.33Leverage Ratio-0.0807Theta0.0012Rho55.61Eff Leverage0.0163Vega