0.01Open0.03Pre Close20 Volume2 Open Interest202.50Strike Price20.00Turnover32.11%IV6.78%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0063Delta0.0036Gamma18966.00Leverage Ratio-0.0095Theta0.0001Rho119.87Eff Leverage0.0027Vega