9.40Open6.63Pre Close21 Volume20 Open Interest195.00Strike Price20.07KTurnover64.98%IV0.16%PremiumDec 6, 2024Expiry Date9.50Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8921Delta0.0254Gamma18.83Leverage Ratio-0.3457Theta-0.0055Rho-16.80Eff Leverage0.0210Vega