5.45Open5.15Pre Close44.94K Volume11.20K Open Interest355.00Strike Price20.69MTurnover51.13%IV1.81%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry4.60Extrinsic Value100Contract SizeAmericanOptions Type0.4705Delta0.0292Gamma76.78Leverage Ratio-1.5403Theta0.0091Rho36.12Eff Leverage0.1059Vega