5.45Open5.15Pre Close45.03K Volume11.20K Open Interest355.00Strike Price20.72MTurnover51.14%IV1.81%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry4.60Extrinsic Value100Contract SizeAmericanOptions Type0.4736Delta0.0292Gamma75.96Leverage Ratio-1.5433Theta0.0092Rho35.97Eff Leverage0.1059Vega