0.05Open0.05Pre Close4 Volume82 Open Interest18.00Strike Price20.00Turnover88.90%IV8.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1025Delta0.1697Gamma331.40Leverage Ratio-0.0420Theta0.0001Rho33.96Eff Leverage0.0021Vega