0.15Open0.22Pre Close2 Volume395 Open Interest30.00Strike Price20.00Turnover55.75%IV23.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0228Delta0.0097Gamma786.60Leverage Ratio-0.0061Theta-0.0005Rho-17.94Eff Leverage0.0054Vega