0.01Open0.06Pre Close20 Volume24 Open Interest53.00Strike Price20.00Turnover440.10%IV1.24%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0616Delta0.3229Gamma5236.00Leverage Ratio-22.6645Theta0.0000Rho322.55Eff Leverage0.0001Vega