0.04Open0.21Pre Close5 Volume53 Open Interest84.00Strike Price20.00Turnover104.49%IV9.83%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0452Delta0.0165Gamma846.45Leverage Ratio-0.1099Theta-0.0001Rho-38.28Eff Leverage0.0053Vega