2.20Open1.49Pre Close86 Volume201 Open Interest41.00Strike Price20.53KTurnover74.05%IV0.81%PremiumDec 6, 2024Expiry Date2.35Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.7992Delta0.0962Gamma16.21Leverage Ratio-0.1426Theta0.0027Rho12.95Eff Leverage0.0111Vega