103.98Open80.39Pre Close2 Volume99 Open Interest830.00Strike Price20.80KTurnover69.03%IV0.48%PremiumOct 18, 2024Expiry Date99.51Intrinsic Value100Multiplier4DDays to Expiry4.47Extrinsic Value100Contract SizeAmericanOptions Type0.9463Delta0.0016Gamma9.16Leverage Ratio-0.9127Theta0.0852Rho8.67Eff Leverage0.1062Vega