0.10Open0.05Pre Close2 Volume8 Open Interest45.00Strike Price20.00Turnover99.93%IV59.03%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0392Delta0.0123Gamma283.60Leverage Ratio-0.0132Theta0.0006Rho11.11Eff Leverage0.0059Vega