0.50Open0.47Pre Close374 Volume369 Open Interest43.50Strike Price20.57KTurnover38.13%IV0.84%PremiumDec 6, 2024Expiry Date0.46Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.6459Delta0.3215Gamma59.37Leverage Ratio-0.1330Theta-0.0013Rho-38.34Eff Leverage0.0113Vega