0.20Open0.20Pre Close1 Volume849 Open Interest1.00Strike Price20.00Turnover139.30%IV1.69%PremiumSep 20, 2024Expiry Date0.18Intrinsic Value100Multiplier21DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7448Delta0.8177Gamma4.72Leverage Ratio-0.0031Theta0.0004Rho3.52Eff Leverage0.0009Vega