0.24Open0.47Pre Close5 Volume382 Open Interest19.00Strike Price120.00Turnover25.28%IV2.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.3905Delta0.4351Gamma76.80Leverage Ratio-0.0134Theta-0.0023Rho-29.99Eff Leverage0.0134Vega