0.04Open0.07Pre Close5 Volume78 Open Interest16.00Strike Price20.00Turnover98.02%IV11.31%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0845Delta0.1454Gamma360.25Leverage Ratio-0.0325Theta0.0001Rho30.43Eff Leverage0.0017Vega