0.10Open0.10Pre Close2 Volume25 Open Interest12.50Strike Price20.00Turnover98.54%IV39.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1068Delta0.0857Gamma90.10Leverage Ratio-0.0093Theta0.0005Rho9.62Eff Leverage0.0040Vega