0.05Open0.04Pre Close4 Volume38 Open Interest100.00Strike Price20.00Turnover66.27%IV36.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0146Delta0.0037Gamma1463.00Leverage Ratio-0.0111Theta0.0004Rho21.39Eff Leverage0.0057Vega