0.05Open0.06Pre Close7 Volume53 Open Interest167.50Strike Price20.00Turnover72.54%IV5.09%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0135Delta0.0083Gamma8823.00Leverage Ratio-0.1676Theta0.0000Rho-119.38Eff Leverage0.0020Vega