0.05Open0.05Pre Close4 Volume82 Open Interest18.00Strike Price20.00Turnover73.43%IV7.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1120Delta0.2019Gamma335.80Leverage Ratio-0.0372Theta0.0001Rho37.60Eff Leverage0.0024Vega