0.05Open0.05Pre Close4 Volume0 Open Interest27.00Strike Price20.00Turnover100.81%IV34.18%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0665Delta0.0351Gamma201.60Leverage Ratio-0.0194Theta0.0004Rho13.41Eff Leverage0.0047Vega