4.04Open2.70Pre Close50 Volume4.78K Open Interest22.00Strike Price20.20KTurnover81.12%IV0.46%PremiumJan 17, 2025Expiry Date3.92Intrinsic Value100Multiplier7DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9353Delta0.0429Gamma6.40Leverage Ratio-0.0272Theta0.0040Rho5.99Eff Leverage0.0046Vega