0.20Open0.25Pre Close413 Volume1.50K Open Interest7.50Strike Price20.32KTurnover123.74%IV1.78%PremiumJul 5, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7385Delta0.5434Gamma17.44Leverage Ratio-0.0798Theta0.0002Rho12.88Eff Leverage0.0016Vega