0.02Open0.05Pre Close10 Volume42 Open Interest26.00Strike Price20.00Turnover64.68%IV12.06%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0360Delta0.0553Gamma1161.00Leverage Ratio-0.0137Theta0.0001Rho41.77Eff Leverage0.0017Vega