20.70Open20.70Pre Close0 Volume18 Open Interest115.00Strike Price0.00Turnover55.79%IV10.10%PremiumJan 17, 2025Expiry Date8.25Intrinsic Value100Multiplier5DDays to Expiry12.45Extrinsic Value100Contract SizeAmericanOptions Type0.8571Delta0.0271Gamma13.77Leverage Ratio-0.1856Theta0.0142Rho11.80Eff Leverage0.0337Vega