3.70Open3.08Pre Close47 Volume921 Open Interest12.50Strike Price20.56KTurnover79.67%IV0.68%PremiumOct 18, 2024Expiry Date4.35Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9485Delta0.0328Gamma3.92Leverage Ratio-0.0094Theta0.0067Rho3.72Eff Leverage0.0043Vega