0.05Open0.22Pre Close4 Volume17 Open Interest415.00Strike Price20.00Turnover50.67%IV8.69%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0311Delta0.0042Gamma1909.25Leverage Ratio-0.1586Theta0.0009Rho59.39Eff Leverage0.0232Vega