0.24Open0.20Pre Close522 Volume1.72K Open Interest22.50Strike Price19.94KTurnover43.09%IV1.38%PremiumJan 17, 2025Expiry Date0.04Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5299Delta0.4789Gamma63.49Leverage Ratio-0.0705Theta0.0008Rho33.64Eff Leverage0.0077Vega