0.05Open0.10Pre Close4 Volume227 Open Interest36.00Strike Price20.00Turnover122.55%IV58.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0275Delta0.0123Gamma454.40Leverage Ratio-0.0123Theta0.0002Rho12.49Eff Leverage0.0026Vega