0.55Open0.66Pre Close247 Volume639 Open Interest277.50Strike Price19.70KTurnover30.54%IV2.00%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type0.3497Delta0.0564Gamma269.10Leverage Ratio-0.6178Theta0.0058Rho94.10Eff Leverage0.0796Vega