0.20Open0.51Pre Close1 Volume58 Open Interest126.00Strike Price20.00Turnover21.17%IV2.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1590Delta0.0801Gamma491.32Leverage Ratio-0.0757Theta0.0026Rho78.14Eff Leverage0.0346Vega