0.05Open0.05Pre Close4 Volume790 Open Interest35.00Strike Price20.00Turnover49.57%IV11.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0585Delta0.0571Gamma630.60Leverage Ratio-0.0180Theta0.0003Rho36.88Eff Leverage0.0048Vega