0.06Open0.10Pre Close3.57K Volume27.93K Open Interest148.00Strike Price20.91KTurnover70.41%IV15.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0153Delta0.0045Gamma2326.55Leverage Ratio-0.0354Theta0.0002Rho35.48Eff Leverage0.0046Vega