0.04Open0.21Pre Close5 Volume53 Open Interest84.00Strike Price20.00Turnover101.21%IV10.08%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0452Delta0.0165Gamma1436.46Leverage Ratio-0.1094Theta-0.0002Rho-64.96Eff Leverage0.0054Vega