2.77Open3.17Pre Close78 Volume745 Open Interest75.00Strike Price19.95KTurnover61.33%IV2.50%PremiumDec 6, 2024Expiry Date0.19Intrinsic Value100Multiplier3DDays to Expiry1.88Extrinsic Value100Contract SizeAmericanOptions Type0.4538Delta0.0927Gamma42.72Leverage Ratio-0.2917Theta0.0028Rho19.39Eff Leverage0.0276Vega