11.01Open10.80Pre Close18 Volume6 Open Interest44.00Strike Price20.13KTurnover149.90%IV0.69%PremiumDec 20, 2024Expiry Date10.70Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9342Delta0.0154Gamma4.98Leverage Ratio-0.1342Theta0.0041Rho4.66Eff Leverage0.0071Vega