0.20Open0.29Pre Close1 Volume11 Open Interest17.00Strike Price20.00Turnover18.11%IV3.09%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3774Delta0.4851Gamma83.43Leverage Ratio-0.0068Theta0.0041Rho31.49Eff Leverage0.0164Vega