0.05Open0.05Pre Close4 Volume955 Open Interest2.50Strike Price20.00Turnover240.14%IV39.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1887Delta0.4902Gamma36.60Leverage Ratio-0.0129Theta0.0000Rho6.91Eff Leverage0.0006Vega