0.01Open0.03Pre Close18 Volume455 Open Interest98.00Strike Price20.00Turnover36.57%IV5.84%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0125Delta0.0140Gamma9260.00Leverage Ratio-0.0099Theta0.0001Rho115.82Eff Leverage0.0021Vega