0.10Open0.15Pre Close2 Volume105 Open Interest23.00Strike Price20.00Turnover134.15%IV9.02%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1070Delta0.0977Gamma251.70Leverage Ratio-0.1000Theta-0.0001Rho-26.93Eff Leverage0.0026Vega