0.04Open0.05Pre Close5 Volume390 Open Interest7.00Strike Price20.00Turnover77.84%IV30.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0935Delta0.1697Gamma135.00Leverage Ratio-0.0041Theta0.0003Rho12.63Eff Leverage0.0021Vega