0.01Open0.04Pre Close20 Volume332 Open Interest2.50Strike Price20.00Turnover227.84%IV47.65%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0630Delta0.3099Gamma170.00Leverage Ratio-0.0055Theta0.0000Rho10.71Eff Leverage0.0002Vega