0.05Open0.05Pre Close4 Volume0 Open Interest19.00Strike Price20.00Turnover56.45%IV26.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0586Delta0.0559Gamma302.00Leverage Ratio-0.0055Theta0.0005Rho17.71Eff Leverage0.0043Vega