0.05Open1.00Pre Close4 Volume2 Open Interest60.00Strike Price20.00Turnover54.06%IV13.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0354Delta0.0214Gamma1056.00Leverage Ratio-0.0215Theta0.0003Rho37.42Eff Leverage0.0053Vega