0.05Open0.04Pre Close4 Volume656 Open Interest30.00Strike Price20.00Turnover55.60%IV11.47%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0470Delta0.0392Gamma676.60Leverage Ratio-0.0175Theta-0.0003Rho-31.79Eff Leverage0.0044Vega