0.20Open0.27Pre Close6 Volume5 Open Interest10.00Strike Price120.00Turnover48.44%IV9.56%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3159Delta0.3024Gamma41.38Leverage Ratio-0.0088Theta0.0018Rho13.07Eff Leverage0.0086Vega