0.06Open0.10Pre Close20 Volume959 Open Interest37.50Strike Price120.00Turnover89.46%IV19.47%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0278Delta0.0118Gamma774.83Leverage Ratio-0.0249Theta-0.0002Rho-21.54Eff Leverage0.0039Vega