71.29Open79.58Pre Close3 Volume139 Open Interest518.00Strike Price20.66KTurnover778.89%IV0.04%PremiumNov 15, 2024Expiry Date67.40Intrinsic Value100Multiplier0DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.9929Delta0.0007Gamma8.68Leverage Ratio-16.7776Theta0.0002Rho8.62Eff Leverage0.0007Vega