0.04Open0.66Pre Close5 Volume51 Open Interest145.00Strike Price20.00Turnover35.13%IV17.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0132Delta0.0038Gamma3075.00Leverage Ratio-0.0093Theta0.0007Rho40.60Eff Leverage0.0086Vega