0.01Open0.03Pre Close8 Volume89 Open Interest41.50Strike Price20.00Turnover47.90%IV10.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0165Delta0.0240Gamma3761.00Leverage Ratio-0.0077Theta0.0001Rho62.18Eff Leverage0.0015Vega