0.01Open0.07Pre Close20 Volume115 Open Interest8.00Strike Price20.00Turnover178.53%IV36.22%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0724Delta0.1175Gamma168.00Leverage Ratio-0.0160Theta0.0000Rho12.17Eff Leverage0.0009Vega