0.20Open0.35Pre Close1 Volume61 Open Interest41.00Strike Price20.00Turnover17.05%IV4.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2255Delta0.1703Gamma175.56Leverage Ratio-0.0116Theta0.0060Rho39.60Eff Leverage0.0310Vega