0.01Open0.02Pre Close20 Volume407 Open Interest17.43Strike Price20.00Turnover250.02%IV37.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0053Delta0.0028Gamma2808.90Leverage Ratio-0.0096Theta0.0000Rho-15.00Eff Leverage0.0003Vega