0.05Open0.05Pre Close4 Volume11 Open Interest15.00Strike Price20.00Turnover54.88%IV0.47%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.4442Delta2.6425Gamma300.40Leverage Ratio-0.2514Theta0.0000Rho-133.42Eff Leverage0.0011Vega