0.03Open0.04Pre Close11 Volume122 Open Interest92.00Strike Price20.00Turnover41.68%IV3.88%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0366Delta0.0386Gamma1610.73Leverage Ratio-0.0300Theta0.0001Rho58.90Eff Leverage0.0040Vega