0.05Open0.10Pre Close4 Volume47 Open Interest17.50Strike Price20.00Turnover33.11%IV14.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0834Delta0.1129Gamma307.60Leverage Ratio-0.0041Theta0.0009Rho25.66Eff Leverage0.0063Vega