0.35Open0.14Pre Close597 Volume2.32K Open Interest14.00Strike Price20.96KTurnover75.40%IV0.10%PremiumNov 20, 2024Expiry Date0.33Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8934Delta0.6492Gamma41.52Leverage Ratio-0.1040Theta0.0001Rho37.10Eff Leverage0.0007Vega