0.04Open0.18Pre Close5 Volume276 Open Interest139.00Strike Price20.00Turnover76.48%IV17.52%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0355Delta0.0076Gamma845.07Leverage Ratio-0.0737Theta0.0005Rho29.96Eff Leverage0.0105Vega