0.10Open0.20Pre Close12 Volume260 Open Interest545.00Strike Price120.00Turnover21.96%IV2.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0333Delta0.0097Gamma5586.40Leverage Ratio-0.0996Theta-0.0007Rho-185.93Eff Leverage0.0257Vega