0.47Open0.26Pre Close757 Volume2.47K Open Interest139.00Strike Price20.75KTurnover29.42%IV1.47%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1428Delta0.1024Gamma527.81Leverage Ratio-0.1600Theta0.0006Rho75.38Eff Leverage0.0169Vega