0.03Open0.11Pre Close9 Volume941 Open Interest212.50Strike Price20.00Turnover294.08%IV6.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0145Delta0.0062Gamma6636.67Leverage Ratio-2.6493Theta0.0000Rho96.42Eff Leverage0.0007Vega