0.10Open1.04Pre Close2 Volume39 Open Interest35.00Strike Price20.00Turnover33.47%IV12.86%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1132Delta0.0677Gamma207.33Leverage Ratio-0.0104Theta0.0025Rho23.47Eff Leverage0.0162Vega