0.05Open0.05Pre Close4 Volume933 Open Interest135.00Strike Price20.00Turnover46.37%IV28.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0130Delta0.0029Gamma2104.80Leverage Ratio-0.0092Theta0.0007Rho27.41Eff Leverage0.0082Vega