0.20Open0.30Pre Close1 Volume144 Open Interest6.00Strike Price20.00Turnover32.47%IV2.82%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier19DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.5536Delta0.8856Gamma30.15Leverage Ratio-0.0051Theta0.0016Rho16.69Eff Leverage0.0054Vega