0.01Open0.02Pre Close20 Volume385 Open Interest19.00Strike Price20.00Turnover99.57%IV20.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0113Delta0.0120Gamma2393.00Leverage Ratio-0.0070Theta0.0000Rho-27.12Eff Leverage0.0007Vega