0.05Open0.10Pre Close4 Volume31 Open Interest48.00Strike Price20.00Turnover21.88%IV8.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0438Delta0.0340Gamma1045.60Leverage Ratio-0.0057Theta-0.0011Rho-45.80Eff Leverage0.0115Vega