0.10Open0.12Pre Close2 Volume857 Open Interest14.00Strike Price20.00Turnover31.23%IV5.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1989Delta0.4024Gamma178.20Leverage Ratio-0.0099Theta0.0007Rho35.44Eff Leverage0.0062Vega