0.05Open0.40Pre Close24 Volume12 Open Interest19.00Strike Price120.00Turnover440.06%IV66.15%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0052Delta0.0006Gamma1119.60Leverage Ratio-0.0352Theta0.0000Rho-5.80Eff Leverage0.0009Vega