0.02Open0.01Pre Close10 Volume54 Open Interest8.50Strike Price20.00Turnover221.61%IV34.60%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0390Delta0.0834Gamma422.00Leverage Ratio-0.0141Theta0.0000Rho16.46Eff Leverage0.0004Vega