0.02Open0.02Pre Close59 Volume147 Open Interest605.00Strike Price120.00Turnover131.41%IV15.35%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0026Delta0.0003Gamma26226.00Leverage Ratio-0.1629Theta0.0000Rho67.35Eff Leverage0.0016Vega