0.20Open0.35Pre Close1 Volume640 Open Interest2.50Strike Price20.00Turnover83.36%IV6.30%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier21DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.5761Delta0.7689Gamma11.29Leverage Ratio-0.0049Theta0.0007Rho6.50Eff Leverage0.0024Vega