0.05Open0.20Pre Close6 Volume440 Open Interest59.30Strike Price20.00Turnover102.70%IV11.15%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0277Delta0.0220Gamma1779.33Leverage Ratio-0.0300Theta0.0000Rho49.22Eff Leverage0.0018Vega