0.05Open0.05Pre Close4 Volume11 Open Interest450.00Strike Price20.00Turnover40.15%IV10.26%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0068Delta0.0009Gamma10027.60Leverage Ratio-0.0347Theta-0.0003Rho-68.53Eff Leverage0.0105Vega