0.01Open0.06Pre Close20 Volume941 Open Interest17.00Strike Price20.00Turnover44.95%IV30.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0181Delta0.0281Gamma1304.00Leverage Ratio-0.0013Theta0.0002Rho23.60Eff Leverage0.0016Vega