0.01Open0.02Pre Close20 Volume233 Open Interest67.00Strike Price20.00Turnover68.41%IV11.87%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0075Delta0.0052Gamma7601.00Leverage Ratio-0.0096Theta0.0000Rho-56.91Eff Leverage0.0012Vega