0.36Open0.52Pre Close1.17K Volume2.66K Open Interest61.00Strike Price20.95KTurnover15.28%IV1.10%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1931Delta0.3923Gamma821.27Leverage Ratio-0.0473Theta-0.0006Rho-158.57Eff Leverage0.0125Vega