0.01Open0.05Pre Close11 Volume656 Open Interest91.00Strike Price20.00Turnover34.01%IV6.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0217Delta0.0207Gamma4285.50Leverage Ratio-0.0167Theta0.0001Rho92.98Eff Leverage0.0038Vega