0.10Open0.11Pre Close2 Volume51 Open Interest36.50Strike Price20.00Turnover31.87%IV4.08%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1220Delta0.1548Gamma474.38Leverage Ratio-0.0297Theta-0.0005Rho-57.89Eff Leverage0.0083Vega