0.05Open0.05Pre Close4 Volume0 Open Interest128.00Strike Price20.00Turnover52.84%IV12.20%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0159Delta0.0046Gamma2914.60Leverage Ratio-0.0298Theta-0.0003Rho-46.37Eff Leverage0.0065Vega