0.05Open0.20Pre Close4 Volume37 Open Interest2.00Strike Price20.00Turnover78.43%IV19.88%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2617Delta0.9342Gamma34.20Leverage Ratio-0.0024Theta0.0003Rho8.95Eff Leverage0.0014Vega