0.05Open0.03Pre Close4 Volume247 Open Interest37.50Strike Price20.00Turnover126.16%IV27.63%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0349Delta0.0203Gamma588.40Leverage Ratio-0.0314Theta0.0001Rho20.51Eff Leverage0.0023Vega