20.61Open20.61Pre Close0 Volume29 Open Interest50.00Strike Price0.00Turnover482.34%IV0.43%PremiumOct 11, 2024Expiry Date20.31Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9496Delta0.0066Gamma3.40Leverage Ratio-1.0116Theta0.0010Rho3.23Eff Leverage0.0034Vega