0.27Open0.77Pre Close478 Volume440 Open Interest27.50Strike Price20.10KTurnover47.98%IV1.41%PremiumNov 8, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5464Delta0.4048Gamma62.70Leverage Ratio-0.1155Theta0.0008Rho34.26Eff Leverage0.0081Vega