2.75Open3.81Pre Close103 Volume118 Open Interest72.50Strike Price20.88KTurnover53.72%IV3.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.25Extrinsic Value100Contract SizeAmericanOptions Type0.4937Delta0.0776Gamma37.50Leverage Ratio-0.1706Theta0.0059Rho18.51Eff Leverage0.0382Vega