0.05Open1.65Pre Close4 Volume76 Open Interest45.00Strike Price20.00Turnover36.71%IV4.43%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0848Delta0.1194Gamma862.80Leverage Ratio-0.0356Theta0.0002Rho73.20Eff Leverage0.0055Vega