0.05Open0.04Pre Close4 Volume246 Open Interest7.50Strike Price20.00Turnover29.37%IV6.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2114Delta0.6738Gamma142.40Leverage Ratio-0.0042Theta0.0006Rho30.10Eff Leverage0.0042Vega