0.20Open0.15Pre Close1 Volume156 Open Interest19.00Strike Price20.00Turnover22.81%IV3.23%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3730Delta0.3787Gamma74.40Leverage Ratio-0.0102Theta0.0037Rho27.75Eff Leverage0.0166Vega