0.26Open0.31Pre Close929 Volume655 Open Interest10.00Strike Price20.45KTurnover64.49%IV2.65%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4563Delta0.5847Gamma40.06Leverage Ratio-0.0355Theta-0.0005Rho-18.28Eff Leverage0.0042Vega