0.04Open0.05Pre Close5 Volume458 Open Interest6.00Strike Price20.00Turnover151.88%IV26.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1090Delta0.2286Gamma119.75Leverage Ratio-0.0158Theta0.0001Rho13.05Eff Leverage0.0010Vega