0.05Open0.03Pre Close4 Volume1.58K Open Interest40.00Strike Price20.00Turnover45.20%IV8.74%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.0559Gamma1052.29Leverage Ratio-0.0187Theta0.0002Rho50.52Eff Leverage0.0039Vega