0.10Open0.15Pre Close2 Volume30 Open Interest39.00Strike Price20.00Turnover95.27%IV17.77%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0684Delta0.0381Gamma332.00Leverage Ratio-0.0476Theta0.0003Rho22.69Eff Leverage0.0048Vega