0.04Open0.18Pre Close5 Volume238 Open Interest103.00Strike Price20.00Turnover52.52%IV8.30%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0220Delta0.0142Gamma3171.44Leverage Ratio-0.0284Theta0.0001Rho69.93Eff Leverage0.0037Vega