0.10Open0.05Pre Close2 Volume1.25K Open Interest20.00Strike Price20.00Turnover91.61%IV29.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0710Delta0.0536Gamma206.67Leverage Ratio-0.0144Theta0.0003Rho14.68Eff Leverage0.0038Vega