0.05Open0.10Pre Close4 Volume77 Open Interest22.50Strike Price20.00Turnover180.51%IV161.30%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0363Delta0.0196Gamma172.60Leverage Ratio-0.0063Theta0.0002Rho6.26Eff Leverage0.0018Vega