0.02Open0.03Pre Close18 Volume799 Open Interest388.00Strike Price20.00Turnover42.40%IV4.61%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0091Delta0.0030Gamma16268.80Leverage Ratio-0.1080Theta-0.0001Rho-147.52Eff Leverage0.0047Vega