20.70Open20.70Pre Close0 Volume4 Open Interest125.00Strike Price0.00Turnover148.72%IV0.17%PremiumAug 2, 2024Expiry Date20.45Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9206Delta0.0091Gamma6.89Leverage Ratio-0.5036Theta0.0064Rho6.35Eff Leverage0.0162Vega