0.05Open2.25Pre Close4 Volume37 Open Interest12.50Strike Price20.00Turnover102.44%IV31.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0308Delta0.0180Gamma363.20Leverage Ratio-0.0082Theta-0.0002Rho-11.18Eff Leverage0.0026Vega