0.04Open0.02Pre Close5 Volume217 Open Interest15.50Strike Price20.00Turnover54.38%IV4.15%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1414Delta0.3657Gamma358.44Leverage Ratio-0.0355Theta-0.0001Rho-50.68Eff Leverage0.0025Vega