0.20Open0.55Pre Close1 Volume12 Open Interest7.00Strike Price20.00Turnover94.05%IV6.85%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3501Delta0.3769Gamma29.20Leverage Ratio-0.0248Theta-0.0005Rho-10.22Eff Leverage0.0039Vega