0.05Open0.50Pre Close4 Volume10 Open Interest450.00Strike Price20.00Turnover61.50%IV23.51%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0054Delta0.0005Gamma7287.80Leverage Ratio-0.0286Theta0.0003Rho39.57Eff Leverage0.0075Vega