0.05Open0.10Pre Close4 Volume93 Open Interest225.00Strike Price20.00Turnover44.56%IV14.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0127Delta0.0029Gamma3939.40Leverage Ratio-0.0253Theta0.0004Rho50.09Eff Leverage0.0085Vega