0.40Open1.50Pre Close3 Volume6 Open Interest171.00Strike Price120.00Turnover17.38%IV1.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2924Delta0.1138Gamma307.71Leverage Ratio-0.1465Theta0.0052Rho89.99Eff Leverage0.0597Vega