0.05Open0.06Pre Close4 Volume251 Open Interest85.00Strike Price20.00Turnover32.34%IV17.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0240Delta0.0100Gamma1447.40Leverage Ratio-0.0074Theta0.0010Rho34.79Eff Leverage0.0099Vega