0.01Open0.02Pre Close20 Volume210 Open Interest46.00Strike Price20.00Turnover43.15%IV3.34%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0433Delta0.1091Gamma2379.00Leverage Ratio-0.0592Theta0.0000Rho-103.04Eff Leverage0.0018Vega