0.20Open0.05Pre Close1 Volume120 Open Interest0.50Strike Price20.00Turnover659.05%IV25.37%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.4349Delta1.1622Gamma2.01Leverage Ratio-0.0117Theta-0.0001Rho-0.88Eff Leverage0.0002Vega