0.02Open0.04Pre Close10 Volume122 Open Interest73.50Strike Price20.00Turnover29.24%IV5.96%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0220Delta0.0217Gamma3907.00Leverage Ratio-0.0124Theta-0.0002Rho-86.00Eff Leverage0.0043Vega