21.77Open21.77Pre Close0 Volume7 Open Interest30.00Strike Price0.00Turnover286.78%IV2.39%PremiumJan 17, 2025Expiry Date20.56Intrinsic Value100Multiplier5DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.9585Delta0.0053Gamma2.42Leverage Ratio-0.1423Theta0.0037Rho2.32Eff Leverage0.0052Vega