0.05Open0.30Pre Close4 Volume515 Open Interest120.00Strike Price20.00Turnover38.54%IV12.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0230Delta0.0092Gamma2143.40Leverage Ratio-0.0193Theta0.0005Rho49.20Eff Leverage0.0084Vega