0.04Open0.04Pre Close5 Volume86 Open Interest192.50Strike Price20.00Turnover61.99%IV10.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0231Delta0.0062Gamma2315.33Leverage Ratio-0.0653Theta0.0003Rho53.46Eff Leverage0.0078Vega