0.20Open0.27Pre Close1 Volume4 Open Interest23.00Strike Price20.00Turnover9.16%IV0.63%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5104Delta0.8597Gamma114.73Leverage Ratio-0.0039Theta-0.0048Rho-58.56Eff Leverage0.0210Vega