0.10Open0.11Pre Close2 Volume128 Open Interest17.50Strike Price20.00Turnover60.38%IV8.03%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1361Delta0.1554Gamma189.20Leverage Ratio-0.0272Theta-0.0004Rho-25.74Eff Leverage0.0051Vega