0.03Open0.05Pre Close6 Volume46 Open Interest67.50Strike Price20.00Turnover43.06%IV13.04%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0229Delta0.0152Gamma1991.33Leverage Ratio-0.0124Theta0.0003Rho45.69Eff Leverage0.0045Vega