0.70Open1.09Pre Close304 Volume1.26K Open Interest7.00Strike Price19.37KTurnover75.58%IV0.79%PremiumOct 25, 2024Expiry Date0.56Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8507Delta0.3974Gamma12.39Leverage Ratio-0.0184Theta0.0006Rho10.54Eff Leverage0.0018Vega