0.02Open0.01Pre Close10 Volume18 Open Interest406.00Strike Price20.00Turnover56.82%IV9.97%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0050Delta0.0008Gamma15031.33Leverage Ratio-0.0297Theta-0.0001Rho-75.78Eff Leverage0.0048Vega