0.45Open0.22Pre Close622 Volume2.40K Open Interest20.50Strike Price20.79KTurnover76.59%IV2.78%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.3472Delta0.3836Gamma90.65Leverage Ratio-0.1668Theta-0.0003Rho-31.47Eff Leverage0.0046Vega