0.04Open0.05Pre Close5 Volume55 Open Interest22.50Strike Price20.00Turnover36.56%IV15.24%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0580Delta0.0696Gamma489.00Leverage Ratio-0.0049Theta0.0006Rho28.34Eff Leverage0.0053Vega