0.04Open0.08Pre Close6 Volume42 Open Interest43.50Strike Price20.00Turnover37.51%IV7.38%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0335Delta0.0484Gamma2026.50Leverage Ratio-0.0127Theta0.0001Rho67.87Eff Leverage0.0031Vega