0.04Open0.05Pre Close5 Volume2 Open Interest2.50Strike Price20.00Turnover497.61%IV465.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2092Delta0.5279Gamma11.25Leverage Ratio-0.0036Theta0.0000Rho2.35Eff Leverage0.0003Vega