2.75Open2.97Pre Close75 Volume1.67K Open Interest35.00Strike Price20.63KTurnover31.50%IV0.80%PremiumJan 17, 2025Expiry Date2.45Intrinsic Value100Multiplier16DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8602Delta0.0894Gamma13.87Leverage Ratio-0.0206Theta0.0131Rho11.93Eff Leverage0.0175Vega