0.05Open0.09Pre Close4 Volume450 Open Interest135.00Strike Price20.00Turnover43.00%IV22.66%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0146Delta0.0037Gamma2202.00Leverage Ratio-0.0109Theta0.0007Rho32.16Eff Leverage0.0086Vega