0.20Open0.27Pre Close1 Volume438 Open Interest44.00Strike Price20.00Turnover15.89%IV2.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2904Delta0.2454Gamma173.12Leverage Ratio-0.0174Theta0.0051Rho50.27Eff Leverage0.0301Vega