0.20Open0.15Pre Close1 Volume537 Open Interest47.00Strike Price20.00Turnover25.39%IV7.71%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1468Delta0.0846Gamma219.10Leverage Ratio-0.0152Theta0.0037Rho32.17Eff Leverage0.0246Vega