5.45Open5.15Pre Close45.35K Volume11.20K Open Interest355.00Strike Price20.87MTurnover50.48%IV1.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry4.39Extrinsic Value100Contract SizeAmericanOptions Type0.4778Delta0.0297Gamma80.64Leverage Ratio-1.5285Theta0.0093Rho38.53Eff Leverage0.1059Vega