0.02Open0.05Pre Close10 Volume35 Open Interest12.00Strike Price20.00Turnover60.48%IV41.58%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0352Delta0.0509Gamma424.50Leverage Ratio-0.0018Theta0.0002Rho14.95Eff Leverage0.0020Vega