0.04Open0.10Pre Close5 Volume659 Open Interest5.00Strike Price20.00Turnover165.67%IV30.06%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1164Delta0.2567Gamma96.88Leverage Ratio-0.0140Theta0.0001Rho11.28Eff Leverage0.0009Vega