0.46Open0.35Pre Close319 Volume1.64K Open Interest5.00Strike Price20.40KTurnover88.07%IV1.44%PremiumJan 17, 2025Expiry Date0.57Intrinsic Value100Multiplier10DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.7813Delta0.3647Gamma8.57Leverage Ratio-0.0125Theta0.0010Rho6.69Eff Leverage0.0027Vega