0.02Open0.10Pre Close10 Volume465 Open Interest20.00Strike Price20.00Turnover145.29%IV28.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0127Delta0.0076Gamma1396.50Leverage Ratio-0.0132Theta0.0000Rho-17.69Eff Leverage0.0010Vega