0.05Open0.75Pre Close4 Volume8 Open Interest165.00Strike Price20.00Turnover31.12%IV7.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1027Delta0.0214Gamma384.38Leverage Ratio-0.0675Theta0.0047Rho39.49Eff Leverage0.0481Vega