0.20Open0.15Pre Close1 Volume13 Open Interest8.00Strike Price20.00Turnover28.03%IV1.52%PremiumJul 19, 2024Expiry Date0.08Intrinsic Value100Multiplier12DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5562Delta0.9750Gamma39.60Leverage Ratio-0.0061Theta-0.0013Rho-22.02Eff Leverage0.0058Vega