0.04Open0.04Pre Close8 Volume151 Open Interest33.50Strike Price20.00Turnover29.65%IV6.18%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0274Delta0.0654Gamma3156.00Leverage Ratio-0.0064Theta0.0001Rho86.43Eff Leverage0.0021Vega