0.60Open0.55Pre Close2 Volume425 Open Interest57.00Strike Price120.00Turnover19.91%IV2.83%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.3258Delta0.1319Gamma96.73Leverage Ratio-0.0222Theta-0.0096Rho-31.52Eff Leverage0.0497Vega