0.05Open0.05Pre Close4 Volume59 Open Interest2.50Strike Price20.00Turnover72.75%IV15.81%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1680Delta0.4889Gamma58.20Leverage Ratio-0.0030Theta-0.0003Rho-9.78Eff Leverage0.0018Vega