0.05Open0.05Pre Close4 Volume333 Open Interest19.00Strike Price20.00Turnover36.31%IV15.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0750Delta0.0916Gamma329.60Leverage Ratio-0.0046Theta0.0008Rho24.71Eff Leverage0.0060Vega