0.50Open0.47Pre Close385 Volume483 Open Interest7.50Strike Price20.81KTurnover2152.36%IV0.63%PremiumNov 22, 2024Expiry Date0.38Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9236Delta0.5001Gamma21.59Leverage Ratio-19.2466Theta0.0000Rho19.94Eff Leverage0.0000Vega