0.02Open0.05Pre Close10 Volume2.65K Open Interest110.00Strike Price20.00Turnover91.67%IV84.29%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0050Delta0.0011Gamma2985.00Leverage Ratio-0.0041Theta0.0002Rho14.92Eff Leverage0.0021Vega