0.20Open0.25Pre Close1 Volume19 Open Interest2.50Strike Price20.00Turnover55.46%IV2.66%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier16DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6931Delta1.1299Gamma13.15Leverage Ratio-0.0035Theta0.0007Rho9.11Eff Leverage0.0020Vega