0.05Open0.28Pre Close4 Volume6 Open Interest26.00Strike Price20.00Turnover116.98%IV22.47%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0500Delta0.0412Gamma425.40Leverage Ratio-0.0298Theta0.0001Rho21.25Eff Leverage0.0022Vega