0.01Open0.03Pre Close20 Volume0 Open Interest125.00Strike Price20.00Turnover120.38%IV32.05%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0014Delta0.0002Gamma18395.00Leverage Ratio-0.0080Theta0.0000Rho-25.71Eff Leverage0.0009Vega