0.05Open0.10Pre Close4 Volume540 Open Interest6.00Strike Price20.00Turnover121.26%IV53.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1019Delta0.1532Gamma78.80Leverage Ratio-0.0048Theta0.0002Rho8.03Eff Leverage0.0017Vega