0.05Open0.06Pre Close4 Volume20 Open Interest2.50Strike Price20.00Turnover147.49%IV33.86%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1962Delta0.5334Gamma38.10Leverage Ratio-0.0058Theta0.0001Rho7.48Eff Leverage0.0010Vega