0.05Open0.05Pre Close4 Volume119 Open Interest39.00Strike Price20.00Turnover82.29%IV22.99%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0370Delta0.0229Gamma635.00Leverage Ratio-0.0195Theta0.0002Rho23.46Eff Leverage0.0035Vega