10.86Open16.60Pre Close28 Volume409 Open Interest146.00Strike Price20.58KTurnover64.00%IV1.22%PremiumOct 18, 2024Expiry Date5.37Intrinsic Value100Multiplier3DDays to Expiry1.85Extrinsic Value100Contract SizeAmericanOptions Type0.7344Delta0.0367Gamma22.76Leverage Ratio-0.5103Theta0.0089Rho16.72Eff Leverage0.0458Vega