0.05Open0.05Pre Close4 Volume115 Open Interest240.00Strike Price20.00Turnover29.79%IV9.04%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0162Delta0.0046Gamma4403.00Leverage Ratio-0.0237Theta0.0006Rho71.47Eff Leverage0.0119Vega