0.05Open0.06Pre Close4 Volume238 Open Interest190.00Strike Price20.00Turnover101.48%IV12.63%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0110Delta0.0022Gamma4348.40Leverage Ratio-0.0500Theta-0.0001Rho-47.95Eff Leverage0.0037Vega