0.27Open0.77Pre Close478 Volume440 Open Interest27.50Strike Price20.10KTurnover50.16%IV1.41%PremiumNov 8, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5462Delta0.4045Gamma62.70Leverage Ratio-0.1284Theta0.0007Rho34.25Eff Leverage0.0077Vega