0.05Open0.03Pre Close4 Volume295 Open Interest17.50Strike Price20.00Turnover40.88%IV13.89%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0837Delta0.1136Gamma308.20Leverage Ratio-0.0062Theta0.0006Rho25.79Eff Leverage0.0051Vega