0.10Open0.40Pre Close3 Volume211 Open Interest50.50Strike Price20.00Turnover20.47%IV1.83%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1331Delta0.2862Gamma992.80Leverage Ratio-0.0375Theta0.0004Rho132.13Eff Leverage0.0079Vega