0.10Open0.20Pre Close12 Volume260 Open Interest545.00Strike Price120.00Turnover20.49%IV2.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0333Delta0.0097Gamma5586.40Leverage Ratio-0.0979Theta-0.0008Rho-185.78Eff Leverage0.0275Vega