0.01Open0.01Pre Close20 Volume8 Open Interest36.00Strike Price20.00Turnover101.08%IV30.75%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0099Delta0.0086Gamma2754.10Leverage Ratio-0.0068Theta0.0000Rho27.37Eff Leverage0.0008Vega