0.05Open0.07Pre Close4 Volume13.34K Open Interest19.00Strike Price20.00Turnover60.86%IV7.75%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1068Delta0.1842Gamma353.60Leverage Ratio-0.0273Theta0.0002Rho37.75Eff Leverage0.0030Vega