0.05Open0.04Pre Close4 Volume38 Open Interest100.00Strike Price20.00Turnover67.86%IV38.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0144Delta0.0035Gamma1449.40Leverage Ratio-0.0110Theta0.0004Rho20.81Eff Leverage0.0056Vega