0.01Open0.03Pre Close8 Volume82 Open Interest41.50Strike Price20.00Turnover44.20%IV10.69%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0163Delta0.0234Gamma3750.01Leverage Ratio-0.0068Theta0.0001Rho61.09Eff Leverage0.0016Vega