0.04Open0.03Pre Close5 Volume904 Open Interest19.50Strike Price20.00Turnover290.84%IV39.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0136Delta0.0045Gamma805.25Leverage Ratio-0.0350Theta0.0000Rho-10.95Eff Leverage0.0009Vega