0.05Open0.10Pre Close4 Volume909 Open Interest5.00Strike Price20.00Turnover118.16%IV52.57%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1155Delta0.1940Gamma66.20Leverage Ratio-0.0041Theta0.0002Rho7.64Eff Leverage0.0017Vega