0.01Open0.04Pre Close20 Volume20 Open Interest43.50Strike Price20.00Turnover63.05%IV16.56%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0119Delta0.0125Gamma3733.00Leverage Ratio-0.0070Theta0.0000Rho44.49Eff Leverage0.0012Vega