0.05Open0.15Pre Close4 Volume19 Open Interest380.00Strike Price20.00Turnover38.71%IV7.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0125Delta0.0028Gamma7050.80Leverage Ratio-0.0441Theta0.0003Rho88.01Eff Leverage0.0097Vega