0.20Open0.25Pre Close1 Volume3.62K Open Interest1.50Strike Price20.00Turnover79.34%IV4.94%PremiumOct 18, 2024Expiry Date0.12Intrinsic Value100Multiplier15DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.7135Delta1.2804Gamma9.26Leverage Ratio-0.0031Theta0.0004Rho6.60Eff Leverage0.0011Vega