0.05Open0.05Pre Close4 Volume560 Open Interest2.50Strike Price20.00Turnover585.27%IV675.08%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2922Delta0.6786Gamma6.58Leverage Ratio-0.0035Theta0.0000Rho1.92Eff Leverage0.0003Vega