0.05Open0.12Pre Close4 Volume109 Open Interest145.00Strike Price20.00Turnover38.74%IV9.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0173Delta0.0055Gamma3209.80Leverage Ratio-0.0244Theta-0.0004Rho-55.65Eff Leverage0.0087Vega