0.02Open0.01Pre Close19 Volume734 Open Interest25.00Strike Price20.00Turnover46.47%IV6.29%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0335Delta0.0969Gamma2353.00Leverage Ratio-0.0096Theta0.0000Rho78.75Eff Leverage0.0012Vega