0.10Open0.27Pre Close2 Volume48 Open Interest15.00Strike Price20.00Turnover54.64%IV2.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3290Delta0.7682Gamma147.10Leverage Ratio-0.0842Theta0.0002Rho48.39Eff Leverage0.0031Vega