0.05Open0.05Pre Close4 Volume0 Open Interest105.00Strike Price20.00Turnover38.52%IV24.51%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0171Delta0.0051Gamma1687.40Leverage Ratio-0.0072Theta0.0009Rho28.87Eff Leverage0.0092Vega