9.40Open6.63Pre Close21 Volume32 Open Interest195.00Strike Price20.07KTurnover55.28%IV0.16%PremiumDec 6, 2024Expiry Date9.50Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8905Delta0.0256Gamma18.83Leverage Ratio-0.2932Theta-0.0075Rho-16.77Eff Leverage0.0251Vega