0.04Open0.04Pre Close5 Volume458 Open Interest23.50Strike Price20.00Turnover157.00%IV6.52%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0817Delta0.1576Gamma631.43Leverage Ratio-0.2529Theta0.0000Rho51.57Eff Leverage0.0009Vega