0.02Open0.05Pre Close7 Volume552 Open Interest29.00Strike Price20.00Turnover65.75%IV5.07%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2141Delta0.1818Gamma145.47Leverage Ratio-0.0847Theta0.0004Rho31.15Eff Leverage0.0071Vega