0.10Open0.40Pre Close3 Volume211 Open Interest50.50Strike Price20.00Turnover32.70%IV1.83%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2194Delta0.2450Gamma330.93Leverage Ratio-0.0919Theta0.0006Rho72.62Eff Leverage0.0109Vega