0.05Open1.00Pre Close4 Volume2 Open Interest60.00Strike Price20.00Turnover50.13%IV13.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0355Delta0.0214Gamma1056.00Leverage Ratio-0.0188Theta0.0003Rho37.45Eff Leverage0.0057Vega