0.01Open0.02Pre Close20 Volume422 Open Interest45.00Strike Price20.00Turnover156.61%IV36.46%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0027Delta0.0007Gamma7080.99Leverage Ratio-0.0078Theta0.0000Rho-19.12Eff Leverage0.0006Vega