0.01Open0.03Pre Close7 Volume681 Open Interest2.00Strike Price20.00Turnover193.15%IV22.16%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2231Delta0.8709Gamma41.75Leverage Ratio-0.0127Theta0.0000Rho9.31Eff Leverage0.0005Vega