0.04Open0.03Pre Close5 Volume21.62K Open Interest17.00Strike Price20.00Turnover60.07%IV30.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0508Delta0.0527Gamma326.75Leverage Ratio-0.0044Theta0.0004Rho16.61Eff Leverage0.0035Vega