0.01Open0.02Pre Close20 Volume94 Open Interest13.00Strike Price20.00Turnover422.71%IV34.40%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0209Delta0.0371Gamma968.00Leverage Ratio-0.0777Theta0.0000Rho20.25Eff Leverage0.0002Vega