0.20Open0.11Pre Close1 Volume28 Open Interest28.00Strike Price20.00Turnover245.35%IV0.39%PremiumJul 5, 2024Expiry Date0.09Intrinsic Value100Multiplier-1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.5464Delta0.5700Gamma85.88Leverage Ratio-3.7539Theta0.0000Rho-46.92Eff Leverage0.0011Vega