0.20Open0.35Pre Close1 Volume111 Open Interest6.00Strike Price20.00Turnover64.52%IV5.44%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4506Delta0.6321Gamma29.40Leverage Ratio-0.0131Theta0.0007Rho13.25Eff Leverage0.0038Vega