0.10Open0.45Pre Close2 Volume30 Open Interest17.50Strike Price20.00Turnover63.79%IV16.63%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1196Delta0.1116Gamma150.90Leverage Ratio-0.0142Theta0.0006Rho18.04Eff Leverage0.0056Vega