0.05Open0.15Pre Close4 Volume391 Open Interest62.00Strike Price20.00Turnover43.43%IV8.65%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0455Delta0.0351Gamma1142.20Leverage Ratio-0.0261Theta0.0003Rho51.92Eff Leverage0.0060Vega