0.05Open0.05Pre Close4 Volume556 Open Interest33.00Strike Price20.00Turnover1.98%IV0.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.5725Delta2.5913Gamma439.33Leverage Ratio-0.0037Theta0.0102Rho251.53Eff Leverage0.0299Vega