0.05Open0.13Pre Close4 Volume14 Open Interest122.00Strike Price20.00Turnover46.81%IV10.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0250Delta0.0109Gamma2215.00Leverage Ratio-0.0322Theta0.0003Rho55.43Eff Leverage0.0067Vega