0.10Open0.05Pre Close2 Volume21 Open Interest51.50Strike Price20.00Turnover71.51%IV8.04%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0869Delta0.0619Gamma477.60Leverage Ratio-0.0815Theta0.0002Rho41.49Eff Leverage0.0056Vega