0.05Open1.03Pre Close4 Volume86 Open Interest195.00Strike Price20.00Turnover40.96%IV8.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0161Delta0.0047Gamma4245.60Leverage Ratio-0.0362Theta-0.0003Rho-68.52Eff Leverage0.0084Vega