0.20Open0.35Pre Close1 Volume640 Open Interest2.50Strike Price20.00Turnover88.30%IV6.30%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier19DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.5756Delta0.7678Gamma11.29Leverage Ratio-0.0055Theta0.0006Rho6.50Eff Leverage0.0023Vega