0.04Open0.07Pre Close5 Volume10 Open Interest23.50Strike Price20.00Turnover71.59%IV7.73%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0808Delta0.1346Gamma546.25Leverage Ratio-0.0351Theta0.0001Rho44.13Eff Leverage0.0023Vega