0.07Open0.07Pre Close4 Volume330 Open Interest25.50Strike Price20.00Turnover31.53%IV3.03%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1544Delta0.3230Gamma437.08Leverage Ratio-0.0294Theta-0.0003Rho-67.47Eff Leverage0.0055Vega