0.20Open0.22Pre Close638 Volume666 Open Interest21.50Strike Price19.93KTurnover74.90%IV0.57%PremiumDec 6, 2024Expiry Date0.33Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.6575Delta0.4787Gamma42.34Leverage Ratio-0.1667Theta-0.0003Rho-27.84Eff Leverage0.0038Vega