20.85Open20.85Pre Close0 Volume4 Open Interest45.00Strike Price0.00Turnover237.20%IV0.35%PremiumAug 2, 2024Expiry Date20.62Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9497Delta0.0063Gamma3.12Leverage Ratio-0.1965Theta0.0046Rho2.96Eff Leverage0.0071Vega